+1,179.5%
SMH vs IR
+332.9%
+846.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | +4.9% | +2.5% | +2.4% | +3.6% |
| 30D | -13.8% | +9.2% | -23.0% | -17.5% |
| 3M | -17.4% | +0.9% | -18.3% | -17.9% |
| 6M | -15.0% | +19.2% | -34.2% | -22.7% |
| YTD | +35.2% | +7.5% | +27.7% | +27.9% |
| 1Y | +41.6% | +11.7% | +29.9% | +31.1% |
| 3Y | +215.6% | +23.9% | +191.7% | +177.3% |
| 5Y | +233.2% | +46.4% | +186.9% | +167.7% |
| All | +1,179.5% | +332.9% | +846.6% | +634.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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