+1,253.2%
SMH vs GLW
+246.3%
+1,006.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +0.2% |
| 7D | +2.5% | +3.8% | -1.3% | +0.9% |
| 30D | -0.5% | -1.3% | +0.9% | -0.3% |
| 3M | -9.6% | -21.8% | +12.2% | -2.2% |
| 6M | +42.1% | +6.9% | +35.2% | +31.9% |
| YTD | +57.4% | +77.2% | -19.7% | +16.4% |
| 1Y | +96.2% | +123.2% | -27.0% | +31.3% |
| 3Y | +267.9% | +400.0% | -132.1% | +75.3% |
| 5Y | +327.7% | +342.8% | -15.1% | +114.9% |
| 10Y | +1,764.6% | +771.4% | +993.3% | +610.0% |
| All | +1,253.2% | +246.3% | +1,006.9% | +489.1% |
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