+1,817.6%
SMH vs GM
+240.0%
+1,577.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +0.3% | -2.4% | +2.7% | +1.2% |
| 30D | -2.8% | -1.1% | -1.7% | -2.5% |
| 3M | -6.7% | +6.1% | -12.8% | -9.4% |
| 6M | +41.8% | +15.0% | +26.8% | +33.1% |
| YTD | +57.9% | +6.0% | +51.9% | +52.4% |
| 1Y | +87.6% | +47.1% | +40.5% | +57.0% |
| 3Y | +282.9% | +170.5% | +112.4% | +137.5% |
| 5Y | +330.4% | +80.5% | +249.9% | +207.9% |
| All | +1,817.6% | +240.0% | +1,577.6% | +952.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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