+2,016.3%
STM vs TECH
+13,214.1%
-11,197.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | +0.1% | +1.4% | +1.4% |
| 30D | -8.4% | +0.3% | -8.7% | -8.5% |
| 3M | -15.8% | +1.0% | -16.8% | -16.1% |
| 6M | -22.8% | +54.0% | -76.8% | -34.2% |
| YTD | +79.4% | +24.3% | +55.0% | +61.0% |
| 1Y | +97.0% | +23.7% | +73.3% | +76.8% |
| 3Y | +14.2% | +28.5% | -14.3% | -2.1% |
| 5Y | -4.5% | -41.2% | +36.8% | +6.3% |
| 10Y | +463.1% | +189.2% | +273.9% | +272.6% |
| All | +2,016.3% | +13,214.1% | -11,197.8% | +530.0% |
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 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