+21.0%
STM vs TECH
-42.5%
+63.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | -1.0% | +0.7% | -1.7% | -1.3% |
| 3M | -33.3% | +36.3% | -69.6% | -41.6% |
| 6M | +57.4% | +25.6% | +31.8% | +38.6% |
| YTD | +102.2% | +23.7% | +78.5% | +78.2% |
| 1Y | +99.6% | +37.6% | +62.0% | +64.4% |
| 3Y | +14.5% | -6.6% | +21.1% | +8.6% |
| All | +21.0% | -42.5% | +63.5% | +37.0% |
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