-41.2%
TECH vs SM
-11.5%
-29.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | +1.3% | +4.9% | -3.5% | -0.3% |
| 6M | +54.0% | +6.1% | +47.8% | +49.8% |
| YTD | +24.3% | +63.4% | -39.1% | +11.3% |
| 1Y | +25.8% | +72.5% | -46.7% | +11.4% |
| 3Y | +26.0% | -16.9% | +42.9% | +20.7% |
| All | -41.2% | -11.5% | -29.7% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling