+250.6%
SMH vs IWM
+26.4%
+224.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +3.8% |
| 7D | +0.5% | -0.3% | +0.9% | +1.4% |
| 30D | -14.2% | +1.9% | -16.1% | -15.6% |
| 3M | -11.5% | -5.7% | -5.8% | -4.8% |
| 6M | -12.0% | -0.3% | -11.7% | -10.2% |
| YTD | +40.8% | +15.8% | +25.0% | +22.4% |
| 1Y | +44.9% | +17.1% | +27.8% | +24.4% |
| 3Y | +226.7% | +73.1% | +153.7% | +79.2% |
| 5Y | +250.6% | +25.9% | +224.7% | +171.7% |
| All | +250.6% | +26.4% | +224.2% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling