+1,487.3%
SMH vs RF
+248.4%
+1,239.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -6.7% | +0.3% | -7.1% | -6.8% |
| 30D | -19.8% | +6.2% | -26.0% | -21.7% |
| 3M | -15.1% | -7.8% | -7.2% | -12.4% |
| 6M | -14.6% | +5.9% | -20.6% | -17.2% |
| YTD | +34.3% | +9.0% | +25.3% | +28.3% |
| 1Y | +35.2% | +19.3% | +16.0% | +24.5% |
| 3Y | +211.7% | +116.4% | +95.2% | +122.3% |
| 5Y | +240.5% | +46.0% | +194.4% | +178.0% |
| 10Y | +1,487.3% | +239.8% | +1,247.6% | +886.6% |
| All | +1,487.3% | +248.4% | +1,239.0% | +886.6% |
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