+1,475.7%
SMH vs ES
+98.2%
+1,377.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | +4.9% | +2.7% | +2.2% | +4.4% |
| 30D | -13.8% | +7.6% | -21.4% | -15.2% |
| 3M | -17.4% | +0.5% | -17.9% | -17.6% |
| 6M | -15.0% | +7.6% | -22.6% | -16.8% |
| YTD | +35.2% | +10.2% | +24.9% | +31.1% |
| 1Y | +41.6% | +1.8% | +39.8% | +39.5% |
| 3Y | +215.6% | +55.4% | +160.2% | +170.2% |
| 5Y | +233.2% | +7.3% | +225.9% | +218.8% |
| All | +1,475.7% | +98.2% | +1,377.5% | +1,309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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