+9.5%
SPGI vs TECH
-42.5%
+52.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +8.4% | +0.7% | +7.7% | +8.2% |
| 3M | +11.8% | +36.3% | -24.5% | +2.9% |
| 6M | +5.7% | +25.6% | -19.9% | -1.7% |
| YTD | -9.7% | +23.7% | -33.4% | -16.0% |
| 1Y | -12.5% | +37.6% | -50.1% | -21.7% |
| 3Y | +21.8% | -6.6% | +28.4% | +18.4% |
| All | +9.5% | -42.5% | +52.0% | +23.4% |
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