+1,475.7%
SMH vs M
-7.1%
+1,482.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.3% |
| 7D | +4.9% | +7.0% | -2.1% | +3.6% |
| 30D | -13.8% | +8.9% | -22.7% | -15.4% |
| 3M | -17.4% | +4.5% | -21.9% | -18.4% |
| 6M | -15.0% | +36.2% | -51.2% | -20.4% |
| YTD | +35.2% | +15.1% | +20.0% | +30.1% |
| 1Y | +41.6% | +27.4% | +14.2% | +33.5% |
| 3Y | +215.6% | +160.1% | +55.5% | +152.9% |
| 5Y | +233.2% | -1.6% | +234.8% | +203.1% |
| All | +1,475.7% | -7.1% | +1,482.8% | +1,231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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