+339.4%
SMH vs S
-72.3%
+411.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.8% |
| 7D | +5.2% | -5.8% | +11.0% | +6.8% |
| 30D | -1.5% | -9.2% | +7.7% | +0.4% |
| 3M | -4.1% | +23.4% | -27.4% | -10.2% |
| 6M | +50.8% | +36.9% | +13.8% | +35.9% |
| YTD | +59.3% | +29.5% | +29.8% | +44.9% |
| 1Y | +94.1% | +5.4% | +88.7% | +85.4% |
| 3Y | +286.7% | +14.7% | +272.0% | +247.6% |
| 5Y | +339.4% | -71.5% | +411.0% | +386.6% |
| All | +339.4% | -72.3% | +411.7% | +386.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling