+1,789.8%
SMH vs IBM
+139.1%
+1,650.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | 0.0% | -1.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -2.2% | -1.8% | -0.4% | -1.6% |
| 3M | -1.9% | -13.5% | +11.6% | +0.1% |
| 6M | +41.0% | -5.1% | +46.1% | +34.4% |
| YTD | +55.6% | -19.4% | +75.0% | +59.4% |
| 1Y | +86.8% | -6.5% | +93.4% | +74.7% |
| 3Y | +277.7% | +73.8% | +203.8% | +137.3% |
| 5Y | +324.2% | +116.3% | +207.8% | +130.4% |
| All | +1,789.8% | +139.1% | +1,650.7% | +816.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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