+1,475.7%
SMH vs RF
+223.4%
+1,252.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.5% |
| 7D | +4.9% | +1.9% | +3.0% | +4.1% |
| 30D | -13.8% | +7.3% | -21.1% | -16.2% |
| 3M | -17.4% | -7.9% | -9.5% | -14.8% |
| 6M | -15.0% | +10.5% | -25.5% | -18.9% |
| YTD | +35.2% | +9.6% | +25.5% | +28.8% |
| 1Y | +41.6% | +20.3% | +21.3% | +29.8% |
| 3Y | +215.6% | +119.5% | +96.1% | +123.4% |
| 5Y | +233.2% | +48.2% | +185.0% | +170.2% |
| All | +1,475.7% | +223.4% | +1,252.3% | +858.9% |
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