+1,097.4%
SMH vs SAN
+363.8%
+733.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.2% |
| 7D | +12.1% | +1.0% | +11.1% | +11.5% |
| 30D | -14.7% | -9.4% | -5.3% | -11.4% |
| 3M | -14.2% | -17.1% | +2.9% | -7.6% |
| 6M | -10.6% | +2.2% | -12.8% | -12.0% |
| YTD | +39.3% | +6.0% | +33.3% | +34.2% |
| 1Y | +41.6% | +12.7% | +28.9% | +32.8% |
| 3Y | +223.4% | +242.1% | -18.8% | +85.0% |
| 5Y | +243.5% | +293.6% | -50.1% | +79.5% |
| 10Y | +1,506.6% | +266.1% | +1,240.6% | +690.0% |
| All | +1,097.4% | +363.8% | +733.6% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling