+1,789.8%
SMH vs SAN
+347.0%
+1,442.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +1.4% | -2.8% | +4.2% | +2.6% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | -1.9% | +22.7% | -24.6% | -10.0% |
| 6M | +41.0% | +28.8% | +12.2% | +26.6% |
| YTD | +55.6% | +26.3% | +29.3% | +40.1% |
| 1Y | +86.8% | +48.8% | +38.0% | +57.1% |
| 3Y | +277.7% | +347.2% | -69.6% | +98.8% |
| 5Y | +324.2% | +383.8% | -59.6% | +108.8% |
| All | +1,789.8% | +347.0% | +1,442.8% | +844.8% |
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