+311.0%
SPYM vs TECH
+187.6%
+123.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | -2.0% | +0.4% | -2.4% | -2.1% |
| 3M | -2.8% | +1.0% | -3.8% | -3.0% |
| 6M | +2.2% | +62.7% | -60.5% | -11.3% |
| YTD | +11.5% | +24.3% | -12.8% | +2.5% |
| 1Y | +13.5% | +20.5% | -7.0% | +5.2% |
| 3Y | +78.0% | +29.3% | +48.7% | +52.3% |
| 5Y | +73.1% | -41.0% | +114.1% | +90.4% |
| All | +311.0% | +187.6% | +123.4% | +136.4% |
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