+1,469.9%
SMH vs RF
+277.2%
+1,192.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.2% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | -19.2% | +7.0% | -26.2% | -21.4% |
| 3M | -16.4% | -7.0% | -9.3% | -14.1% |
| 6M | -14.0% | +6.8% | -20.7% | -16.8% |
| YTD | +35.3% | +9.9% | +25.4% | +29.0% |
| 1Y | +40.4% | +21.1% | +19.3% | +28.6% |
| 3Y | +226.8% | +119.6% | +107.2% | +132.2% |
| 5Y | +232.3% | +46.2% | +186.1% | +171.5% |
| 10Y | +1,469.9% | +261.5% | +1,208.4% | +903.1% |
| All | +1,469.9% | +277.2% | +1,192.7% | +903.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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