+1,874.9%
SMH vs ES
+85.8%
+1,789.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +5.2% | +1.4% | +3.8% | +4.9% |
| 30D | -1.5% | -1.2% | -0.4% | -1.3% |
| 3M | -4.1% | +5.0% | -9.1% | -5.4% |
| 6M | +50.8% | -2.8% | +53.6% | +51.0% |
| YTD | +59.3% | +8.6% | +50.7% | +55.3% |
| 1Y | +94.1% | +18.9% | +75.2% | +84.0% |
| 3Y | +286.7% | +32.1% | +254.6% | +247.7% |
| 5Y | +339.4% | -5.1% | +344.5% | +337.3% |
| All | +1,874.9% | +85.8% | +1,789.1% | +1,622.4% |
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