+218.9%
SLV vs TECH
+178.6%
+40.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +3.3% | +0.1% | +3.1% | +3.2% |
| 3M | -3.6% | +37.5% | -41.1% | -7.7% |
| 6M | -21.8% | +34.6% | -56.4% | -25.5% |
| YTD | -7.8% | +23.5% | -31.3% | -10.9% |
| 1Y | +58.3% | +34.4% | +23.9% | +50.9% |
| 3Y | +182.6% | +2.3% | +180.3% | +175.0% |
| 5Y | +167.8% | -41.7% | +209.5% | +174.4% |
| 10Y | +218.9% | +177.6% | +41.2% | +187.9% |
| All | +218.9% | +178.6% | +40.2% | +187.9% |
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