+324.2%
SMH vs IAU
+138.0%
+186.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.9% |
| 7D | +1.4% | -3.4% | +4.8% | +2.5% |
| 30D | -2.2% | -1.1% | -1.1% | -1.9% |
| 3M | -1.9% | +5.8% | -7.7% | -3.7% |
| 6M | +41.0% | -16.9% | +58.0% | +47.9% |
| YTD | +55.6% | +0.1% | +55.5% | +55.8% |
| 1Y | +86.8% | +18.4% | +68.4% | +79.3% |
| 3Y | +277.7% | +123.6% | +154.1% | +199.6% |
| 5Y | +324.2% | +138.7% | +185.4% | +207.7% |
| All | +324.2% | +138.0% | +186.2% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 5y: compounded portfolio wealth divided by compounded IAU 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…
5y analysis · Full analysis span regression · 6 months rolling