+1,817.6%
SMH vs IWM
+171.3%
+1,646.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.0% |
| 7D | +0.3% | -2.4% | +2.7% | +2.8% |
| 30D | -2.8% | -4.6% | +1.8% | +2.0% |
| 3M | -6.7% | -0.3% | -6.4% | -5.9% |
| 6M | +41.8% | +14.7% | +27.0% | +25.2% |
| YTD | +57.9% | +17.8% | +40.0% | +35.9% |
| 1Y | +87.6% | +21.2% | +66.4% | +57.2% |
| 3Y | +282.9% | +62.3% | +220.6% | +139.0% |
| 5Y | +330.4% | +38.7% | +291.7% | +217.7% |
| All | +1,817.6% | +171.3% | +1,646.3% | +735.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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