+250.6%
SMH vs REPL
-34.5%
+285.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.4% | +11.3% | +5.0% |
| 7D | +0.5% | +5.3% | -4.7% | +0.4% |
| 30D | -14.2% | +66.6% | -80.9% | -15.7% |
| 3M | -11.5% | +59.6% | -71.1% | -13.0% |
| 6M | -12.0% | +482.4% | -494.4% | -19.1% |
| YTD | +40.8% | +124.1% | -83.3% | +31.0% |
| 1Y | +44.9% | +138.6% | -93.7% | +34.4% |
| 3Y | +226.7% | +96.0% | +130.7% | +164.9% |
| 5Y | +250.6% | -35.4% | +286.0% | +244.4% |
| All | +250.6% | -34.5% | +285.1% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling