+1,789.8%
SMH vs SBAC
+83.0%
+1,706.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.7% |
| 7D | +1.4% | -5.3% | +6.7% | +2.8% |
| 30D | -2.2% | +0.4% | -2.6% | -2.4% |
| 3M | -1.9% | -11.9% | +10.0% | +0.9% |
| 6M | +41.0% | -4.5% | +45.5% | +40.1% |
| YTD | +55.6% | -4.3% | +59.9% | +53.9% |
| 1Y | +86.8% | -3.9% | +90.7% | +84.1% |
| 3Y | +277.7% | -11.0% | +288.7% | +264.9% |
| 5Y | +324.2% | -44.1% | +368.2% | +393.9% |
| All | +1,789.8% | +83.0% | +1,706.7% | +1,395.1% |
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