-15.7%
STM vs TECH
-40.1%
+24.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.3% | +4.4% |
| 7D | -10.7% | +0.2% | -10.9% | -10.8% |
| 30D | -25.7% | +0.3% | -26.1% | -25.8% |
| 3M | -21.6% | +1.3% | -22.9% | -22.0% |
| 6M | -27.8% | +54.0% | -81.8% | -40.6% |
| YTD | +61.8% | +24.3% | +37.5% | +42.3% |
| 1Y | +78.1% | +25.8% | +52.3% | +55.2% |
| 3Y | +4.9% | +26.0% | -21.1% | -16.3% |
| All | -15.7% | -40.1% | +24.4% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling