+434.4%
SITM vs TECH
+1.4%
+433.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | -14.5% | +0.3% | -14.8% | -14.6% |
| 3M | -10.6% | +32.9% | -43.5% | -22.9% |
| 6M | +65.5% | +32.1% | +33.5% | +39.4% |
| YTD | +67.0% | +23.4% | +43.6% | +43.3% |
| 1Y | +138.6% | +34.1% | +104.5% | +92.3% |
| All | +434.4% | +1.4% | +433.0% | +383.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling