+4,247.7%
SMH vs IAU
+858.9%
+3,388.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | +5.2% | +0.7% | +4.5% | +5.1% |
| 30D | -1.5% | +0.3% | -1.9% | -1.6% |
| 3M | -4.1% | +0.7% | -4.8% | -4.2% |
| 6M | +50.8% | -15.5% | +66.3% | +53.3% |
| YTD | +59.3% | +1.0% | +58.4% | +59.4% |
| 1Y | +94.1% | +19.6% | +74.5% | +91.4% |
| 3Y | +286.7% | +125.4% | +161.3% | +261.9% |
| 5Y | +339.4% | +140.7% | +198.7% | +308.1% |
| 10Y | +1,803.3% | +218.1% | +1,585.1% | +1,658.5% |
| All | +4,247.7% | +858.9% | +3,388.8% | +3,786.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling