+188.9%
TECH vs SPXS
-99.5%
+288.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | +0.4% |
| 7D | -0.1% | +1.2% | -1.3% | +0.4% |
| 30D | +0.3% | +5.2% | -4.9% | +2.0% |
| 3M | +32.9% | -9.2% | +42.1% | +29.6% |
| 6M | +32.1% | -29.6% | +61.7% | +19.3% |
| YTD | +23.4% | -27.6% | +51.0% | +13.2% |
| 1Y | +34.1% | -36.7% | +70.8% | +18.8% |
| 3Y | +2.2% | -79.8% | +82.0% | -30.2% |
| 5Y | -41.8% | -85.9% | +44.1% | -58.6% |
| 10Y | +188.9% | -99.5% | +288.5% | 0.0% |
| All | +188.9% | -99.5% | +288.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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