+233.7%
SMH vs IAU
+105.6%
+128.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +4.9% | -4.6% | +9.5% | +6.6% |
| 30D | -13.8% | -5.4% | -8.4% | -12.1% |
| 3M | -17.4% | -10.9% | -6.5% | -14.1% |
| 6M | -15.0% | -17.4% | +2.4% | -9.6% |
| YTD | +35.2% | -10.2% | +45.4% | +40.5% |
| 1Y | +41.6% | -7.1% | +48.7% | +45.8% |
| 3Y | +215.6% | +97.7% | +117.9% | +158.2% |
| All | +233.7% | +105.6% | +128.1% | +152.1% |
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