+1,487.3%
SMH vs B
+184.6%
+1,302.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +0.4% |
| 7D | -6.7% | +7.1% | -13.9% | -8.1% |
| 30D | -19.8% | -3.3% | -16.5% | -19.4% |
| 3M | -15.1% | -2.5% | -12.5% | -14.9% |
| 6M | -14.6% | -7.2% | -7.4% | -13.9% |
| YTD | +34.3% | -7.4% | +41.6% | +35.0% |
| 1Y | +35.2% | +16.4% | +18.8% | +30.9% |
| 3Y | +211.7% | +178.7% | +33.0% | +160.8% |
| 5Y | +240.5% | +121.7% | +118.8% | +188.5% |
| 10Y | +1,487.3% | +208.6% | +1,278.7% | +1,222.7% |
| All | +1,487.3% | +184.6% | +1,302.7% | +1,222.7% |
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