+19.3%
TECH vs SM
+78.0%
-58.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | 0.0% |
| 7D | +0.2% | +10.6% | -10.3% | +0.2% |
| 30D | +0.5% | -15.0% | +15.5% | +0.6% |
| 3M | +1.0% | +1.7% | -0.7% | +0.9% |
| 6M | +54.1% | +5.9% | +48.2% | +54.1% |
| YTD | +24.4% | +79.0% | -54.6% | +14.9% |
| 1Y | +19.3% | +84.7% | -65.4% | +10.4% |
| All | +19.3% | +78.0% | -58.7% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling