+189.3%
TECH vs SM
+18.0%
+171.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.1% | +9.4% | -9.3% | -0.5% |
| 30D | +0.5% | -14.4% | +14.9% | +1.4% |
| 3M | +1.1% | +1.6% | -0.5% | +0.7% |
| 6M | +62.8% | +6.3% | +56.5% | +61.0% |
| YTD | +24.5% | +78.8% | -54.3% | +18.2% |
| 1Y | +20.6% | +83.1% | -62.5% | +14.3% |
| 3Y | +29.5% | -5.9% | +35.4% | +26.8% |
| 5Y | -40.9% | +4.8% | -45.7% | -43.2% |
| All | +189.3% | +18.0% | +171.3% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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