+319.7%
SPY vs TECH
+179.6%
+140.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -1.4% | +0.3% | -1.7% | -1.4% |
| 3M | +3.7% | +32.9% | -29.2% | -4.6% |
| 6M | +13.0% | +32.1% | -19.1% | +2.6% |
| YTD | +12.4% | +23.4% | -11.0% | +3.5% |
| 1Y | +18.5% | +34.1% | -15.5% | +5.6% |
| 3Y | +77.6% | +2.2% | +75.4% | +64.7% |
| 5Y | +81.7% | -41.8% | +123.5% | +99.6% |
| 10Y | +319.7% | +188.9% | +130.7% | +143.5% |
| All | +319.7% | +179.6% | +140.1% | +143.5% |
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