-78.0%
SE vs TECH
-40.1%
-37.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | -20.0% | +0.3% | -20.3% | -20.1% |
| 3M | -31.8% | +1.3% | -33.1% | -32.2% |
| 6M | -15.9% | +54.0% | -69.8% | -32.2% |
| YTD | -40.6% | +24.3% | -64.9% | -48.8% |
| 1Y | -50.7% | +25.8% | -76.5% | -58.0% |
| 3Y | +70.3% | +26.0% | +44.3% | +15.7% |
| All | -78.0% | -40.1% | -37.9% | -66.7% |
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