+177.6%
TECH vs SBAC
+76.8%
+100.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | +0.1% | +3.2% | -3.1% | -1.0% |
| 3M | +37.5% | -5.1% | +42.5% | +38.9% |
| 6M | +34.6% | -2.1% | +36.7% | +32.9% |
| YTD | +23.5% | -0.5% | +24.0% | +20.6% |
| 1Y | +34.4% | +1.1% | +33.3% | +30.1% |
| 3Y | +2.3% | -7.4% | +9.7% | +0.4% |
| 5Y | -41.7% | -44.3% | +2.6% | -30.9% |
| 10Y | +177.6% | +77.6% | +100.1% | +171.2% |
| All | +177.6% | +76.8% | +100.8% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling