+103.1%
SPG vs TECH
-42.5%
+145.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.8% | +0.7% | -7.5% | -7.0% |
| 3M | +2.7% | +36.3% | -33.7% | -5.3% |
| 6M | +5.5% | +25.6% | -20.1% | -1.9% |
| YTD | +15.7% | +23.7% | -8.0% | +7.5% |
| 1Y | +20.9% | +37.6% | -16.8% | +8.0% |
| 3Y | +112.4% | -6.6% | +119.0% | +106.0% |
| All | +103.1% | -42.5% | +145.6% | +108.1% |
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