+98.4%
SPYG vs TECH
+1.4%
+97.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -1.7% | +0.3% | -2.0% | -1.7% |
| 3M | +3.6% | +32.9% | -29.3% | -1.1% |
| 6M | +16.6% | +32.1% | -15.5% | +10.5% |
| YTD | +13.4% | +23.4% | -10.0% | +8.4% |
| 1Y | +19.6% | +34.1% | -14.5% | +12.0% |
| All | +98.4% | +1.4% | +97.0% | +92.8% |
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