+71.5%
SITM vs TECH
-41.0%
+112.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | -15.3% | +0.5% | -15.8% | -15.6% |
| 3M | -35.4% | +1.1% | -36.5% | -35.8% |
| 6M | -46.8% | +62.8% | -109.6% | -62.5% |
| YTD | +25.9% | +24.5% | +1.4% | +0.9% |
| 1Y | +54.0% | +20.6% | +33.4% | +26.2% |
| 3Y | +315.6% | +29.5% | +286.1% | +182.3% |
| All | +71.5% | -41.0% | +112.4% | +152.0% |
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 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