+311.1%
SPY vs TECH
+193.9%
+117.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.4% | +0.3% | -2.7% | -2.4% |
| 3M | -1.2% | +1.0% | -2.2% | -1.4% |
| 6M | +3.3% | +54.0% | -50.7% | -9.0% |
| YTD | +12.3% | +24.3% | -12.0% | +3.2% |
| 1Y | +12.4% | +23.7% | -11.3% | +3.3% |
| 3Y | +78.8% | +28.5% | +50.4% | +53.4% |
| 5Y | +75.2% | -41.2% | +116.4% | +92.6% |
| 10Y | +311.1% | +189.2% | +121.9% | +138.9% |
| All | +311.1% | +193.9% | +117.2% | +138.9% |
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