-40.6%
TECH vs SFM
+116.0%
-156.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | +0.1% | +6.0% | -5.9% | -0.6% |
| 30D | +0.5% | -19.5% | +20.0% | +2.6% |
| 3M | +1.1% | -37.0% | +38.1% | +6.4% |
| 6M | +62.8% | -41.0% | +103.8% | +72.1% |
| YTD | +24.5% | -34.6% | +59.1% | +28.7% |
| 1Y | +20.6% | -36.3% | +56.9% | +25.1% |
| 3Y | +29.5% | +24.5% | +4.9% | +14.4% |
| All | -40.6% | +116.0% | -156.6% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling