+177.6%
TECH vs SM
+12.3%
+165.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.4% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | +31.5% | -31.4% | -1.8% |
| 3M | +37.5% | +17.3% | +20.2% | +35.5% |
| 6M | +34.6% | +48.5% | -13.9% | +30.1% |
| YTD | +23.5% | +106.3% | -82.8% | +16.4% |
| 1Y | +34.4% | +47.3% | -12.9% | +29.5% |
| 3Y | +2.3% | -1.4% | +3.7% | 0.0% |
| 5Y | -41.7% | +114.0% | -155.8% | -45.9% |
| 10Y | +177.6% | +12.5% | +165.1% | +139.5% |
| All | +177.6% | +12.3% | +165.3% | +139.5% |
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