-41.2%
TECH vs SPY
+67.4%
-108.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +3.0% |
| 30D | +0.3% | -5.4% | +5.7% | +6.3% |
| 3M | +1.3% | -4.1% | +5.4% | +5.6% |
| 6M | +54.0% | +0.7% | +53.3% | +51.3% |
| YTD | +24.3% | +8.7% | +15.6% | +11.7% |
| 1Y | +25.8% | +10.9% | +14.9% | +10.4% |
| 3Y | +26.0% | +75.0% | -49.0% | -34.7% |
| All | -41.2% | +67.4% | -108.6% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling