+58.7%
TEK vs SPY
+33.9%
+24.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | +3.8% | -0.4% | +4.2% | +4.4% |
| 30D | +2.1% | -1.4% | +3.5% | +4.4% |
| 3M | +0.5% | +3.7% | -3.2% | -4.3% |
| 6M | +32.2% | +13.0% | +19.2% | +12.1% |
| YTD | +30.7% | +12.4% | +18.3% | +12.0% |
| 1Y | +34.2% | +18.5% | +15.6% | +7.6% |
| All | +58.7% | +33.9% | +24.8% | +13.9% |
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