+294.4%
SMH vs S
-51.5%
+345.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.2% | +0.5% |
| 7D | +12.1% | +4.1% | +8.0% | +11.0% |
| 30D | -14.7% | -7.2% | -7.5% | -13.1% |
| 3M | -14.2% | 0.0% | -14.2% | -15.1% |
| 6M | -10.6% | +41.6% | -52.2% | -19.6% |
| YTD | +39.3% | +48.6% | -9.3% | +22.2% |
| 1Y | +41.6% | +30.0% | +11.5% | +28.0% |
| 3Y | +223.4% | +42.2% | +181.2% | +176.3% |
| 5Y | +243.5% | -70.8% | +314.3% | +262.4% |
| All | +294.4% | -51.5% | +345.9% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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