+1,803.3%
SMH vs RF
+334.9%
+1,468.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.6% |
| 7D | +5.2% | +2.7% | +2.6% | +4.1% |
| 30D | -1.5% | -3.4% | +1.8% | -0.3% |
| 3M | -4.1% | +6.4% | -10.4% | -6.8% |
| 6M | +50.8% | +13.4% | +37.4% | +42.5% |
| YTD | +59.3% | +14.2% | +45.1% | +49.7% |
| 1Y | +94.1% | +15.7% | +78.4% | +80.9% |
| 3Y | +286.7% | +91.3% | +195.4% | +189.3% |
| 5Y | +339.4% | +89.8% | +249.7% | +225.7% |
| 10Y | +1,803.3% | +336.7% | +1,466.6% | +946.6% |
| All | +1,803.3% | +334.9% | +1,468.3% | +946.6% |
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