+1,876.8%
SMH vs LLY
+1,551.2%
+325.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.3% | -3.1% | +7.4% | +5.1% |
| 30D | +0.9% | -8.6% | +9.5% | +2.9% |
| 3M | -2.8% | -1.6% | -1.2% | -3.3% |
| 6M | +45.6% | +11.8% | +33.8% | +39.4% |
| YTD | +59.5% | +5.1% | +54.4% | +54.2% |
| 1Y | +93.4% | +50.7% | +42.7% | +67.7% |
| 3Y | +287.1% | +95.7% | +191.4% | +201.4% |
| 5Y | +338.0% | +390.2% | -52.1% | +145.7% |
| 10Y | +1,876.8% | +1,580.3% | +296.5% | +633.0% |
| All | +1,876.8% | +1,551.2% | +325.6% | +633.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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