+1,817.6%
SMH vs KEYS
+1,049.9%
+767.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -1.2% |
| 7D | +0.3% | +3.5% | -3.2% | -2.1% |
| 30D | -2.8% | -4.5% | +1.7% | +0.1% |
| 3M | -6.7% | -0.4% | -6.3% | -6.4% |
| 6M | +41.8% | +19.1% | +22.6% | +26.5% |
| YTD | +57.9% | +66.7% | -8.8% | +9.2% |
| 1Y | +87.6% | +96.5% | -8.8% | +15.0% |
| 3Y | +282.9% | +155.2% | +127.8% | +92.3% |
| 5Y | +330.4% | +88.0% | +242.4% | +163.6% |
| All | +1,817.6% | +1,049.9% | +767.7% | +348.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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