+41.4%
SMH vs IRE
-98.1%
+139.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.4% | +11.4% | -1.3% |
| 7D | +4.9% | -31.8% | +36.8% | +9.2% |
| 30D | -13.8% | -71.8% | +57.9% | -3.6% |
| 3M | -17.4% | -88.9% | +71.5% | +0.2% |
| 6M | -15.0% | -95.4% | +80.4% | +6.2% |
| YTD | +35.2% | -94.2% | +129.4% | +56.4% |
| 1Y | +41.6% | -97.1% | +138.7% | +67.6% |
| All | +41.4% | -98.1% | +139.5% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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