-2.3%
SW vs TECH
-42.5%
+40.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -4.6% | +0.7% | -5.3% | -4.7% |
| 3M | +9.4% | +36.3% | -27.0% | +0.4% |
| 6M | +3.5% | +25.6% | -22.1% | -4.3% |
| YTD | +22.0% | +23.7% | -1.7% | +13.0% |
| 1Y | +2.2% | +37.6% | -35.4% | -8.4% |
| 3Y | +19.6% | -6.6% | +26.2% | +15.0% |
| All | -2.3% | -42.5% | +40.1% | +1.8% |
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