+324.2%
SMH vs RUN
-81.3%
+405.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.2% |
| 7D | +1.4% | -3.4% | +4.7% | +1.8% |
| 30D | -2.2% | -14.0% | +11.8% | -0.4% |
| 3M | -1.9% | -27.5% | +25.6% | +2.0% |
| 6M | +41.0% | -29.0% | +70.0% | +46.4% |
| YTD | +55.6% | -53.1% | +108.7% | +67.0% |
| 1Y | +86.8% | -46.7% | +133.6% | +96.0% |
| 3Y | +277.7% | -38.3% | +316.0% | +229.9% |
| 5Y | +324.2% | -80.7% | +404.9% | +319.2% |
| All | +324.2% | -81.3% | +405.4% | +319.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling