+1,817.6%
SMH vs LUV
+20.2%
+1,797.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | +0.3% | -1.0% | +1.2% | +0.6% |
| 30D | -2.8% | -12.4% | +9.6% | +1.7% |
| 3M | -6.7% | -11.0% | +4.3% | -3.1% |
| 6M | +41.8% | -5.0% | +46.7% | +43.1% |
| YTD | +57.9% | -3.8% | +61.6% | +56.5% |
| 1Y | +87.6% | +25.9% | +61.7% | +67.7% |
| 3Y | +282.9% | +42.2% | +240.7% | +211.6% |
| 5Y | +330.4% | -10.8% | +341.2% | +308.5% |
| All | +1,817.6% | +20.2% | +1,797.4% | +1,642.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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