-14.4%
SMR vs TECH
-29.8%
+15.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.1% | -15.7% | -15.7% |
| 7D | -11.2% | -0.4% | -10.8% | -11.1% |
| 30D | -10.2% | 0.0% | -10.2% | -10.2% |
| 3M | -10.0% | +33.7% | -43.7% | -18.4% |
| 6M | -30.5% | +34.9% | -65.4% | -38.3% |
| YTD | -39.2% | +23.2% | -62.4% | -44.2% |
| 1Y | -75.5% | +36.3% | -111.8% | -78.3% |
| 3Y | +45.4% | +2.3% | +43.2% | +35.1% |
| All | -14.4% | -29.8% | +15.3% | -20.3% |
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 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