-75.5%
SMR vs TECH
+42.2%
-117.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.1% | -15.7% | -15.7% |
| 7D | -11.2% | -0.4% | -10.8% | -11.2% |
| 30D | -10.2% | 0.0% | -10.2% | -10.2% |
| 3M | -10.0% | +33.7% | -43.7% | -16.8% |
| 6M | -30.5% | +34.9% | -65.4% | -37.6% |
| YTD | -39.2% | +23.2% | -62.4% | -43.3% |
| 1Y | -75.5% | +36.3% | -111.8% | -77.7% |
| All | -75.5% | +42.2% | -117.7% | -77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling