+338.0%
SMH vs ALL
+115.1%
+222.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.3% | -2.2% | +6.5% | +4.4% |
| 30D | +0.9% | -5.6% | +6.4% | +1.0% |
| 3M | -2.8% | +17.2% | -20.1% | -4.0% |
| 6M | +45.6% | +23.2% | +22.4% | +42.9% |
| YTD | +59.5% | +23.6% | +35.9% | +56.1% |
| 1Y | +93.4% | +29.2% | +64.3% | +87.8% |
| 3Y | +287.1% | +153.8% | +133.3% | +220.3% |
| 5Y | +338.0% | +116.1% | +222.0% | +285.2% |
| All | +338.0% | +115.1% | +222.9% | +285.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling