+1,876.8%
SMH vs M
-7.1%
+1,883.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.9% |
| 7D | +4.3% | -4.1% | +8.4% | +5.1% |
| 30D | +0.9% | -13.6% | +14.5% | +3.6% |
| 3M | -2.8% | -2.3% | -0.5% | -2.8% |
| 6M | +45.6% | +21.9% | +23.7% | +39.6% |
| YTD | +59.5% | -0.6% | +60.1% | +58.3% |
| 1Y | +93.4% | +29.7% | +63.7% | +82.2% |
| 3Y | +287.1% | +107.3% | +179.8% | +223.6% |
| 5Y | +338.0% | +20.5% | +317.6% | +291.9% |
| 10Y | +1,876.8% | -6.1% | +1,882.9% | +1,536.9% |
| All | +1,876.8% | -7.1% | +1,883.9% | +1,536.9% |
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