+339.4%
SMH vs REPL
-53.9%
+393.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.2% |
| 7D | +5.2% | -5.7% | +11.0% | +5.4% |
| 30D | -1.5% | +22.5% | -24.0% | -2.2% |
| 3M | -4.1% | +64.7% | -68.7% | -6.9% |
| 6M | +50.8% | +83.0% | -32.3% | +41.2% |
| YTD | +59.3% | +52.0% | +7.4% | +50.1% |
| 1Y | +94.1% | +144.5% | -50.4% | +75.2% |
| 3Y | +286.7% | -25.1% | +311.8% | +251.6% |
| 5Y | +339.4% | -52.9% | +392.3% | +312.0% |
| All | +339.4% | -53.9% | +393.3% | +312.0% |
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