+1,475.7%
SMH vs ALL
+377.9%
+1,097.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.1% |
| 7D | +4.9% | +5.0% | -0.1% | +3.5% |
| 30D | -13.8% | +13.3% | -27.1% | -17.0% |
| 3M | -17.4% | +3.2% | -20.6% | -18.6% |
| 6M | -15.0% | +25.3% | -40.3% | -22.3% |
| YTD | +35.2% | +30.5% | +4.7% | +20.8% |
| 1Y | +41.6% | +29.2% | +12.4% | +26.9% |
| 3Y | +215.6% | +119.1% | +96.5% | +117.5% |
| 5Y | +233.2% | +162.6% | +70.6% | +101.1% |
| All | +1,475.7% | +377.9% | +1,097.7% | +613.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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