+56.9%
TEK vs SPY
+34.2%
+22.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.4% |
| 7D | -0.1% | -0.8% | +0.6% | +1.1% |
| 30D | -1.8% | -1.1% | -0.8% | -0.2% |
| 3M | -3.5% | +3.9% | -7.3% | -8.4% |
| 6M | +29.6% | +13.6% | +16.0% | +9.0% |
| YTD | +29.2% | +12.7% | +16.5% | +10.3% |
| 1Y | +29.1% | +17.5% | +11.6% | +4.6% |
| All | +56.9% | +34.2% | +22.6% | +12.2% |
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