+1,817.6%
SMH vs NI
+143.3%
+1,674.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | 0.0% | +0.2% | +0.3% |
| 30D | -2.8% | -1.4% | -1.4% | -2.4% |
| 3M | -6.7% | -10.6% | +3.9% | -3.5% |
| 6M | +41.8% | -9.3% | +51.1% | +45.5% |
| YTD | +57.9% | +1.1% | +56.7% | +56.3% |
| 1Y | +87.6% | +3.4% | +84.3% | +84.2% |
| 3Y | +282.9% | +67.9% | +215.1% | +216.9% |
| 5Y | +330.4% | +98.0% | +232.5% | +232.2% |
| All | +1,817.6% | +143.3% | +1,674.4% | +1,300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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