+28.4%
XLY vs TECH
-43.3%
+71.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -4.2% | 0.0% | -4.1% | -4.2% |
| 3M | -2.7% | +33.7% | -36.3% | -11.0% |
| 6M | -0.6% | +34.9% | -35.5% | -10.7% |
| YTD | -5.0% | +23.2% | -28.2% | -12.7% |
| 1Y | -4.1% | +36.3% | -40.4% | -15.3% |
| 3Y | +33.6% | +2.3% | +31.3% | +24.2% |
| All | +28.4% | -43.3% | +71.7% | +40.5% |
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