+811.4%
SPYM vs TECH
+560.5%
+250.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | -2.0% | +0.5% | -2.5% | -2.1% |
| 3M | -2.8% | +1.1% | -3.9% | -3.1% |
| 6M | +2.2% | +62.8% | -60.7% | -12.1% |
| YTD | +11.5% | +24.5% | -12.9% | +1.9% |
| 1Y | +13.5% | +20.6% | -7.1% | +4.5% |
| 3Y | +78.0% | +29.5% | +48.6% | +51.9% |
| 5Y | +73.1% | -40.9% | +114.1% | +87.3% |
| 10Y | +310.9% | +189.5% | +121.4% | +146.5% |
| All | +811.4% | +560.5% | +250.9% | +312.1% |
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