+145.3%
SITM vs TECH
+34.5%
+110.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +4.8% | -0.5% | +5.4% | +4.9% |
| 30D | -9.7% | 0.0% | -9.7% | -9.7% |
| 3M | -9.3% | +37.4% | -46.8% | -16.2% |
| 6M | +69.5% | +36.9% | +32.6% | +52.8% |
| YTD | +70.5% | +23.1% | +47.4% | +53.5% |
| 1Y | +145.3% | +42.2% | +103.0% | +103.3% |
| All | +145.3% | +34.5% | +110.8% | +103.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling