+4,789.7%
SITM vs TECH
+37.8%
+4,751.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.5% |
| 7D | +3.9% | -0.4% | +4.3% | +4.2% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | -11.9% | +33.7% | -45.5% | -30.4% |
| 6M | +81.1% | +34.9% | +46.2% | +36.4% |
| YTD | +80.0% | +23.2% | +56.8% | +41.8% |
| 1Y | +145.8% | +36.3% | +109.5% | +75.2% |
| 3Y | +475.9% | +2.3% | +473.6% | +378.2% |
| 5Y | +189.2% | -42.9% | +232.1% | +316.8% |
| All | +4,789.7% | +37.8% | +4,751.9% | +2,344.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling