+324.2%
SMH vs NEM
+153.1%
+171.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.0% |
| 7D | +1.4% | -3.3% | +4.7% | +2.1% |
| 30D | -2.2% | +7.8% | -10.1% | -3.9% |
| 3M | -1.9% | +36.3% | -38.1% | -8.4% |
| 6M | +41.0% | +6.6% | +34.5% | +37.7% |
| YTD | +55.6% | +27.1% | +28.4% | +47.3% |
| 1Y | +86.8% | +62.3% | +24.5% | +69.4% |
| 3Y | +277.7% | +245.1% | +32.6% | +200.9% |
| 5Y | +324.2% | +154.0% | +170.2% | +252.5% |
| All | +324.2% | +153.1% | +171.1% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 5y: compounded portfolio wealth divided by compounded NEM 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…
5y analysis · Full analysis span regression · 6 months rolling