+338.0%
SMH vs IWM
+38.4%
+299.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.7% |
| 7D | +4.3% | -1.1% | +5.5% | +5.7% |
| 30D | +0.9% | -3.1% | +4.0% | +4.6% |
| 3M | -2.8% | +2.2% | -5.0% | -4.5% |
| 6M | +45.6% | +15.1% | +30.5% | +26.6% |
| YTD | +59.5% | +18.6% | +40.9% | +34.3% |
| 1Y | +93.4% | +24.0% | +69.5% | +55.3% |
| 3Y | +287.1% | +63.7% | +223.4% | +126.3% |
| 5Y | +338.0% | +38.2% | +299.8% | +210.6% |
| All | +338.0% | +38.4% | +299.7% | +210.6% |
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 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