+1,475.7%
SMH vs SAN
+270.1%
+1,205.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.3% |
| 7D | +4.9% | +4.0% | +0.9% | +3.2% |
| 30D | -13.8% | -7.8% | -6.0% | -11.2% |
| 3M | -17.4% | -16.4% | -1.0% | -11.5% |
| 6M | -15.0% | +3.5% | -18.5% | -16.8% |
| YTD | +35.2% | +6.7% | +28.5% | +29.9% |
| 1Y | +41.6% | +14.5% | +27.1% | +32.1% |
| 3Y | +215.6% | +243.5% | -27.9% | +83.7% |
| 5Y | +233.2% | +296.2% | -63.0% | +76.7% |
| All | +1,475.7% | +270.1% | +1,205.6% | +755.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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