+34.4%
TECH vs SFM
-45.2%
+79.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.1% |
| 7D | +0.2% | -5.8% | +6.0% | +0.4% |
| 30D | +0.1% | -11.4% | +11.5% | +0.6% |
| 3M | +37.5% | -12.2% | +49.7% | +38.1% |
| 6M | +34.6% | -5.2% | +39.7% | +33.0% |
| YTD | +23.5% | -4.5% | +28.0% | +22.5% |
| 1Y | +34.4% | -45.4% | +79.8% | +64.8% |
| All | +34.4% | -45.2% | +79.6% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling