+564.9%
SPYG vs TECH
+508.2%
+56.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -0.4% | +0.7% | -1.2% | -0.6% |
| 3M | +0.5% | +36.3% | -35.8% | -8.4% |
| 6M | +17.5% | +25.6% | -8.1% | +7.9% |
| YTD | +14.3% | +23.7% | -9.3% | +5.0% |
| 1Y | +21.7% | +37.6% | -15.9% | +7.5% |
| 3Y | +98.6% | -6.6% | +105.2% | +88.9% |
| 5Y | +85.1% | -42.2% | +127.3% | +99.1% |
| 10Y | +412.0% | +187.6% | +224.5% | +245.4% |
| All | +564.9% | +508.2% | +56.7% | +227.5% |
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 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