+91.0%
SPYG vs TECH
+29.6%
+61.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.5% | +0.5% | -7.0% | -6.5% |
| 3M | -6.8% | +1.1% | -7.9% | -7.0% |
| 6M | -3.1% | +62.8% | -66.0% | -10.5% |
| YTD | +8.0% | +24.5% | -16.5% | +3.2% |
| 1Y | +10.2% | +20.6% | -10.4% | +5.8% |
| 3Y | +91.0% | +29.5% | +61.5% | +78.6% |
| All | +91.0% | +29.6% | +61.4% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling