+1,475.7%
SMH vs SBAC
+114.8%
+1,360.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | +4.9% | +0.6% | +4.3% | +4.7% |
| 30D | -13.8% | +5.5% | -19.3% | -15.2% |
| 3M | -17.4% | +3.1% | -20.5% | -18.4% |
| 6M | -15.0% | -7.0% | -8.0% | -14.4% |
| YTD | +35.2% | +0.5% | +34.7% | +31.5% |
| 1Y | +41.6% | +0.2% | +41.4% | +37.8% |
| 3Y | +215.6% | -7.4% | +223.0% | +202.0% |
| 5Y | +233.2% | -39.7% | +272.9% | +278.5% |
| All | +1,475.7% | +114.8% | +1,360.9% | +1,061.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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