+318.0%
SPYM vs TECH
+189.9%
+128.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -1.1% | 0.0% | -1.0% | -1.1% |
| 3M | +3.9% | +33.7% | -29.8% | -4.6% |
| 6M | +13.6% | +34.9% | -21.3% | +2.5% |
| YTD | +12.7% | +23.2% | -10.4% | +3.9% |
| 1Y | +17.6% | +36.3% | -18.7% | +4.4% |
| 3Y | +77.2% | +2.3% | +75.0% | +64.2% |
| 5Y | +84.1% | -42.9% | +127.0% | +104.0% |
| All | +318.0% | +189.9% | +128.1% | +141.5% |
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 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