+1,876.8%
SMH vs B
+200.3%
+1,676.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +4.3% | +1.0% | +3.3% | +4.1% |
| 30D | +0.9% | +9.5% | -8.6% | -1.0% |
| 3M | -2.8% | +14.3% | -17.2% | -5.5% |
| 6M | +45.6% | -1.9% | +47.5% | +45.2% |
| YTD | +59.5% | +4.1% | +55.4% | +57.1% |
| 1Y | +93.4% | +56.1% | +37.3% | +78.5% |
| 3Y | +287.1% | +202.0% | +85.1% | +220.5% |
| 5Y | +338.0% | +158.8% | +179.2% | +263.7% |
| 10Y | +1,876.8% | +211.9% | +1,664.9% | +1,521.9% |
| All | +1,876.8% | +200.3% | +1,676.6% | +1,521.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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