+155.9%
SO vs TECH
+178.6%
-22.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -3.2% | +0.1% | -3.3% | -3.2% |
| 3M | -1.7% | +37.5% | -39.2% | -5.6% |
| 6M | -7.2% | +34.6% | -41.8% | -11.2% |
| YTD | +4.6% | +23.5% | -18.9% | +0.9% |
| 1Y | +1.2% | +34.4% | -33.2% | -3.8% |
| 3Y | +45.3% | +2.3% | +43.0% | +40.6% |
| 5Y | +58.7% | -41.7% | +100.4% | +66.0% |
| 10Y | +155.9% | +177.6% | -21.8% | +106.8% |
| All | +155.9% | +178.6% | -22.8% | +106.8% |
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