+183.7%
TECH vs SNY
+64.5%
+119.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -0.4% | -3.3% | +2.9% | +0.9% |
| 30D | 0.0% | -2.2% | +2.1% | +0.8% |
| 3M | +33.7% | -3.0% | +36.7% | +34.9% |
| 6M | +34.9% | +2.7% | +32.2% | +32.6% |
| YTD | +23.2% | -6.8% | +30.0% | +26.0% |
| 1Y | +36.3% | -5.3% | +41.6% | +38.5% |
| 3Y | +2.3% | -9.8% | +12.1% | +4.4% |
| 5Y | -42.9% | +9.7% | -52.6% | -47.3% |
| All | +183.7% | +64.5% | +119.2% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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