+62.2%
SPG vs TECH
+178.6%
-116.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -4.9% | +0.1% | -5.1% | -5.0% |
| 3M | +3.3% | +37.5% | -34.2% | -5.0% |
| 6M | +11.2% | +34.6% | -23.4% | +1.3% |
| YTD | +17.1% | +23.5% | -6.4% | +8.6% |
| 1Y | +21.6% | +34.4% | -12.8% | +9.5% |
| 3Y | +111.9% | +2.3% | +109.6% | +99.1% |
| 5Y | +106.9% | -41.7% | +148.7% | +120.1% |
| 10Y | +62.2% | +177.6% | -115.4% | +13.6% |
| All | +62.2% | +178.6% | -116.4% | +13.6% |
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