-41.2%
TECH vs SFM
+105.4%
-146.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.7% |
| 7D | +0.2% | -1.2% | +1.4% | +0.2% |
| 30D | +0.3% | -24.8% | +25.1% | +3.3% |
| 3M | +1.3% | -43.7% | +45.0% | +8.1% |
| 6M | +54.0% | -37.3% | +91.2% | +60.8% |
| YTD | +24.3% | -38.4% | +62.7% | +29.4% |
| 1Y | +25.8% | -36.9% | +62.7% | +30.4% |
| 3Y | +26.0% | +20.7% | +5.3% | +11.7% |
| All | -41.2% | +105.4% | -146.5% | -51.1% |
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