+2,376.3%
SMH vs RUN
-29.4%
+2,405.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.6% |
| 7D | +5.2% | +10.2% | -4.9% | +3.7% |
| 30D | -1.5% | -9.6% | +8.1% | -0.2% |
| 3M | -4.1% | -31.5% | +27.4% | +0.9% |
| 6M | +50.8% | -18.7% | +69.5% | +54.1% |
| YTD | +59.3% | -49.9% | +109.2% | +71.1% |
| 1Y | +94.1% | -45.5% | +139.6% | +104.1% |
| 3Y | +286.7% | -34.1% | +320.8% | +230.4% |
| 5Y | +339.4% | -79.4% | +418.9% | +323.6% |
| 10Y | +1,803.3% | +48.9% | +1,754.3% | +1,180.6% |
| All | +2,376.3% | -29.4% | +2,405.7% | +1,603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling