+3,953.0%
SMH vs LVS
+67.7%
+3,885.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | +5.2% | +0.3% | +4.9% | +5.2% |
| 30D | -1.5% | -3.9% | +2.4% | -0.9% |
| 3M | -4.1% | -12.9% | +8.8% | -1.8% |
| 6M | +50.8% | -16.9% | +67.7% | +55.5% |
| YTD | +59.3% | -31.2% | +90.6% | +69.8% |
| 1Y | +94.1% | -16.4% | +110.5% | +98.5% |
| 3Y | +286.7% | -4.4% | +291.1% | +281.5% |
| 5Y | +339.4% | +6.7% | +332.8% | +316.6% |
| 10Y | +1,803.3% | +1.4% | +1,801.8% | +1,693.3% |
| All | +3,953.0% | +67.7% | +3,885.3% | +3,175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling