+1,817.6%
SMH vs ITOT
+303.4%
+1,514.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +0.2% |
| 7D | +0.3% | -0.9% | +1.2% | +1.6% |
| 30D | -2.8% | -1.5% | -1.3% | -0.6% |
| 3M | -6.7% | +3.6% | -10.3% | -10.7% |
| 6M | +41.8% | +13.7% | +28.1% | +19.7% |
| YTD | +57.9% | +12.9% | +44.9% | +35.1% |
| 1Y | +87.6% | +17.2% | +70.5% | +53.1% |
| 3Y | +282.9% | +75.6% | +207.3% | +85.0% |
| 5Y | +330.4% | +75.5% | +254.9% | +115.7% |
| All | +1,817.6% | +303.4% | +1,514.2% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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