+828.4%
SPYM vs TECH
+556.4%
+272.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.1% | +0.7% | -0.6% | -0.1% |
| 3M | +2.0% | +36.3% | -34.3% | -7.4% |
| 6M | +13.1% | +25.6% | -12.5% | +3.5% |
| YTD | +13.6% | +23.7% | -10.1% | +3.9% |
| 1Y | +20.1% | +37.6% | -17.6% | +5.4% |
| 3Y | +77.6% | -6.6% | +84.1% | +68.7% |
| 5Y | +82.5% | -42.2% | +124.8% | +98.4% |
| 10Y | +317.6% | +187.6% | +130.0% | +150.7% |
| All | +828.4% | +556.4% | +272.0% | +320.5% |
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