+1,817.6%
SMH vs RUN
+42.2%
+1,775.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +0.3% | -3.7% | +4.0% | +0.9% |
| 30D | -2.8% | -13.0% | +10.2% | -0.7% |
| 3M | -6.7% | -31.8% | +25.1% | -1.4% |
| 6M | +41.8% | -32.2% | +74.0% | +49.3% |
| YTD | +57.9% | -53.5% | +111.3% | +72.4% |
| 1Y | +87.6% | -46.5% | +134.2% | +98.6% |
| 3Y | +282.9% | -37.6% | +320.5% | +222.5% |
| 5Y | +330.4% | -80.9% | +411.3% | +318.5% |
| All | +1,817.6% | +42.2% | +1,775.4% | +989.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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