+139.1%
STLD vs TECH
-6.2%
+145.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -9.0% | +0.7% | -9.7% | -9.1% |
| 3M | -12.4% | +36.3% | -48.7% | -18.3% |
| 6M | +25.5% | +25.6% | -0.1% | +18.2% |
| YTD | +43.6% | +23.7% | +19.9% | +35.3% |
| 1Y | +87.2% | +37.6% | +49.5% | +70.7% |
| All | +139.1% | -6.2% | +145.3% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling