+367.6%
SMH vs COMP
-49.4%
+417.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.7% |
| 7D | +5.2% | +4.1% | +1.2% | +4.6% |
| 30D | -1.5% | -14.5% | +13.0% | +0.7% |
| 3M | -4.1% | +41.8% | -45.9% | -9.7% |
| 6M | +50.8% | +23.6% | +27.2% | +43.6% |
| YTD | +59.3% | +1.7% | +57.6% | +55.3% |
| 1Y | +94.1% | +12.6% | +81.5% | +85.0% |
| 3Y | +286.7% | +221.9% | +64.9% | +195.4% |
| 5Y | +339.4% | -28.1% | +367.6% | +279.5% |
| All | +367.6% | -49.4% | +417.0% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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