+3,029.2%
SPY vs TECH
+8,126.8%
-5,097.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -3.3% | +0.5% | -3.8% | -3.4% |
| 3M | -2.4% | +0.9% | -3.3% | -2.6% |
| 6M | +2.6% | +51.0% | -48.5% | -5.2% |
| YTD | +11.2% | +24.4% | -13.1% | +5.4% |
| 1Y | +13.4% | +27.6% | -14.2% | +6.8% |
| 3Y | +79.9% | +29.9% | +50.0% | +65.0% |
| 5Y | +72.2% | -40.6% | +112.8% | +79.1% |
| 10Y | +307.3% | +196.7% | +110.6% | +221.2% |
| All | +3,029.2% | +8,126.8% | -5,097.6% | +1,598.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling