+1,056.1%
SMH vs REPL
-9.7%
+1,065.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +4.3% | -9.6% | +13.9% | +4.9% |
| 30D | +0.9% | +5.7% | -4.8% | +0.5% |
| 3M | -2.8% | +56.4% | -59.2% | -7.4% |
| 6M | +45.6% | +67.4% | -21.8% | +31.0% |
| YTD | +59.5% | +48.7% | +10.8% | +44.0% |
| 1Y | +93.4% | +148.3% | -54.8% | +62.4% |
| 3Y | +287.1% | -26.7% | +313.8% | +210.6% |
| 5Y | +338.0% | -54.1% | +392.2% | +259.7% |
| All | +1,056.1% | -9.7% | +1,065.8% | +658.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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