+26.0%
TECH vs SM
-20.0%
+46.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +0.2% | -25.9% | +26.1% | +4.2% |
| 30D | +0.3% | -15.1% | +15.5% | +2.2% |
| 3M | +1.3% | +4.9% | -3.5% | -0.4% |
| 6M | +54.0% | +6.1% | +47.8% | +49.2% |
| YTD | +24.3% | +63.4% | -39.1% | +8.9% |
| 1Y | +25.8% | +72.5% | -46.7% | +8.6% |
| 3Y | +26.0% | -16.9% | +42.9% | +11.1% |
| All | +26.0% | -20.0% | +46.0% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling