+77.0%
SO vs TECH
-40.1%
+117.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -1.5% | +0.2% | -1.6% | -1.5% |
| 30D | +8.1% | +0.3% | +7.7% | +8.0% |
| 3M | +0.2% | +1.3% | -1.1% | +0.1% |
| 6M | +0.4% | +54.0% | -53.6% | -3.1% |
| YTD | +8.5% | +24.3% | -15.8% | +6.1% |
| 1Y | +4.9% | +25.8% | -20.9% | +2.4% |
| 3Y | +47.9% | +26.0% | +21.9% | +41.1% |
| All | +77.0% | -40.1% | +117.1% | +81.8% |
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 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