+8,002.0%
TECH vs SPY
+2,954.7%
+5,047.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +0.2% | -2.7% | +2.9% | +2.2% |
| 30D | +0.3% | -5.4% | +5.7% | +4.7% |
| 3M | +1.3% | -4.1% | +5.4% | +4.5% |
| 6M | +54.0% | +0.7% | +53.3% | +52.4% |
| YTD | +24.3% | +8.7% | +15.6% | +15.7% |
| 1Y | +25.8% | +10.9% | +14.9% | +15.3% |
| 3Y | +26.0% | +75.0% | -49.0% | -18.8% |
| 5Y | -40.1% | +67.8% | -107.9% | -59.6% |
| 10Y | +210.6% | +312.9% | -102.3% | +6.7% |
| All | +8,002.0% | +2,954.7% | +5,047.3% | +406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling