+1,817.6%
SMH vs LVS
0.0%
+1,817.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +0.3% | -3.5% | +3.7% | +1.6% |
| 30D | -2.8% | -6.2% | +3.5% | -0.7% |
| 3M | -6.7% | -14.8% | +8.1% | -1.5% |
| 6M | +41.8% | -20.9% | +62.6% | +53.3% |
| YTD | +57.9% | -33.0% | +90.9% | +80.5% |
| 1Y | +87.6% | -20.0% | +107.7% | +98.4% |
| 3Y | +282.9% | -6.9% | +289.9% | +268.6% |
| 5Y | +330.4% | +9.1% | +321.3% | +267.2% |
| All | +1,817.6% | 0.0% | +1,817.6% | +1,578.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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