+1,817.6%
SMH vs NYT
+489.9%
+1,327.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | -2.8% | +4.6% | -7.4% | -4.3% |
| 3M | -6.7% | -9.6% | +2.9% | -4.8% |
| 6M | +41.8% | -14.0% | +55.8% | +46.6% |
| YTD | +57.9% | -2.8% | +60.7% | +55.6% |
| 1Y | +87.6% | +15.6% | +72.0% | +72.7% |
| 3Y | +282.9% | +56.3% | +226.6% | +206.5% |
| 5Y | +330.4% | +39.5% | +290.9% | +247.9% |
| All | +1,817.6% | +489.9% | +1,327.7% | +980.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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