+2,973.1%
SMH vs ITOT
+879.4%
+2,093.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.6% |
| 7D | +1.4% | -2.0% | +3.4% | +4.0% |
| 30D | -2.2% | -2.0% | -0.3% | +0.3% |
| 3M | -1.9% | +4.5% | -6.4% | -6.4% |
| 6M | +41.0% | +12.6% | +28.4% | +23.8% |
| YTD | +55.6% | +12.0% | +43.6% | +38.0% |
| 1Y | +86.8% | +17.3% | +69.6% | +57.6% |
| 3Y | +277.7% | +75.2% | +202.4% | +105.3% |
| 5Y | +324.2% | +74.0% | +250.1% | +141.8% |
| 10Y | +1,828.6% | +298.6% | +1,530.0% | +361.7% |
| All | +2,973.1% | +879.4% | +2,093.7% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling