+196.7%
TECH vs SPY
+315.0%
-118.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -2.2% |
| 7D | +0.2% | +0.1% | +0.1% | -0.1% |
| 30D | +0.5% | -3.3% | +3.8% | +3.5% |
| 3M | +0.9% | -2.4% | +3.3% | +2.8% |
| 6M | +51.0% | +2.6% | +48.5% | +46.5% |
| YTD | +24.4% | +11.2% | +13.1% | +11.2% |
| 1Y | +27.6% | +13.4% | +14.2% | +11.9% |
| 3Y | +29.9% | +79.9% | -50.0% | -26.3% |
| 5Y | -40.6% | +72.2% | -112.8% | -64.8% |
| 10Y | +196.7% | +307.3% | -110.6% | -12.7% |
| All | +196.7% | +315.0% | -118.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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