+1,097.4%
SMH vs GLW
+168.2%
+929.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +12.1% | +15.5% | -3.5% | +5.4% |
| 30D | -14.7% | -19.6% | +4.9% | -6.5% |
| 3M | -14.2% | -28.5% | +14.3% | -2.4% |
| 6M | -10.6% | -39.5% | +28.9% | +6.2% |
| YTD | +39.3% | +37.2% | +2.1% | +13.7% |
| 1Y | +41.6% | +35.4% | +6.1% | +16.0% |
| 3Y | +223.4% | +359.7% | -136.3% | +58.6% |
| 5Y | +243.5% | +244.0% | -0.5% | +90.7% |
| 10Y | +1,506.6% | +556.7% | +950.0% | +582.5% |
| All | +1,097.4% | +168.2% | +929.2% | +475.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 all: compounded portfolio wealth divided by compounded GLW 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…
all analysis · Full analysis span regression · 6 months rolling