+1,142.5%
TECH vs SNY
+241.5%
+901.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.5% | -3.6% | +3.1% | +0.7% |
| 30D | 0.0% | -1.9% | +1.9% | +0.6% |
| 3M | +37.4% | -2.0% | +39.4% | +38.1% |
| 6M | +36.9% | +2.5% | +34.3% | +35.1% |
| YTD | +23.1% | -7.0% | +30.0% | +25.5% |
| 1Y | +42.2% | -4.4% | +46.6% | +43.8% |
| 3Y | +1.9% | -8.4% | +10.4% | +3.1% |
| 5Y | -42.9% | +9.5% | -52.5% | -46.2% |
| 10Y | +188.2% | +64.3% | +123.9% | +135.5% |
| All | +1,142.5% | +241.5% | +901.0% | +615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling