+9,492.2%
TECH vs SM
+1,608.3%
+7,883.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.7% | +26.3% | -25.6% | -1.6% |
| 3M | +36.3% | +8.7% | +27.7% | +34.6% |
| 6M | +25.6% | +51.7% | -26.1% | +19.7% |
| YTD | +23.7% | +99.0% | -75.4% | +14.7% |
| 1Y | +37.6% | +34.6% | +3.1% | +32.0% |
| 3Y | -6.6% | -7.8% | +1.2% | -8.5% |
| 5Y | -42.2% | +104.8% | -147.0% | -48.6% |
| 10Y | +187.6% | +7.2% | +180.3% | +123.2% |
| All | +9,492.2% | +1,608.3% | +7,883.9% | +3,830.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling