+1,817.6%
SMH vs SAP
+176.2%
+1,641.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -4.1% | +4.3% | +2.6% |
| 30D | -2.8% | +1.1% | -3.9% | -3.6% |
| 3M | -6.7% | +26.1% | -32.8% | -20.6% |
| 6M | +41.8% | +9.8% | +32.0% | +28.8% |
| YTD | +57.9% | -13.6% | +71.4% | +63.8% |
| 1Y | +87.6% | -18.7% | +106.3% | +102.6% |
| 3Y | +282.9% | +54.1% | +228.8% | +162.4% |
| 5Y | +330.4% | +54.7% | +275.7% | +187.8% |
| All | +1,817.6% | +176.2% | +1,641.5% | +736.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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