+35.5%
XLV vs TECH
-43.3%
+78.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.6% | -0.4% | -3.1% | -3.5% |
| 30D | -1.8% | 0.0% | -1.8% | -1.8% |
| 3M | +7.8% | +33.7% | -25.9% | +1.0% |
| 6M | +9.1% | +34.9% | -25.8% | +0.9% |
| YTD | +7.7% | +23.2% | -15.4% | +1.4% |
| 1Y | +20.4% | +36.3% | -15.9% | +10.2% |
| 3Y | +30.8% | +2.3% | +28.5% | +24.1% |
| All | +35.5% | -43.3% | +78.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TECH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling