+175.9%
SLV vs TECH
+204.1%
-28.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +5.6% | +0.2% | +5.4% | +5.6% |
| 30D | -12.1% | +0.5% | -12.6% | -12.2% |
| 3M | -16.3% | +0.9% | -17.1% | -16.4% |
| 6M | -34.1% | +51.0% | -85.1% | -37.7% |
| YTD | -25.3% | +24.4% | -49.6% | -27.9% |
| 1Y | +9.6% | +27.6% | -18.0% | +5.4% |
| 3Y | +132.7% | +29.9% | +102.7% | +120.0% |
| 5Y | +113.7% | -40.6% | +154.3% | +118.8% |
| 10Y | +175.9% | +196.7% | -20.9% | +150.2% |
| All | +175.9% | +204.1% | -28.3% | +150.2% |
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