+1,808.6%
STM vs TECH
+13,210.4%
-11,401.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.9% |
| 6M | -27.8% | +54.0% | -81.8% | -38.7% |
| YTD | +61.8% | +24.3% | +37.5% | +45.2% |
| 1Y | +78.1% | +25.8% | +52.3% | +58.9% |
| 3Y | +4.9% | +26.0% | -21.1% | -9.5% |
| 5Y | -14.3% | -40.1% | +25.9% | -5.2% |
| 10Y | +414.1% | +210.6% | +203.5% | +232.8% |
| All | +1,808.6% | +13,210.4% | -11,401.8% | +468.2% |
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