+2,702.8%
TECH vs SBAC
+2,208.1%
+494.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.7% | +6.9% | -6.2% | -0.1% |
| 3M | +36.3% | -8.2% | +44.6% | +37.4% |
| 6M | +25.6% | -1.6% | +27.2% | +25.0% |
| YTD | +23.7% | -0.1% | +23.8% | +22.8% |
| 1Y | +37.6% | -0.5% | +38.1% | +36.6% |
| 3Y | -6.6% | -9.1% | +2.5% | -6.6% |
| 5Y | -42.2% | -43.8% | +1.6% | -38.9% |
| 10Y | +187.6% | +80.5% | +107.0% | +167.6% |
| All | +2,702.8% | +2,208.1% | +494.6% | +1,853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling