+7.5%
SMR vs TECH
-29.6%
+37.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +13.1% | -0.1% | +13.1% | +13.1% |
| 30D | +17.8% | +0.3% | +17.5% | +17.7% |
| 3M | +8.1% | +32.9% | -24.8% | -1.7% |
| 6M | -11.1% | +32.1% | -43.2% | -20.5% |
| YTD | -23.7% | +23.4% | -47.1% | -30.0% |
| 1Y | -69.4% | +34.1% | -103.5% | -72.8% |
| 3Y | +82.6% | +2.2% | +80.4% | +69.6% |
| All | +7.5% | -29.6% | +37.1% | 0.0% |
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