+327.2%
SMH vs SCHG
+84.3%
+242.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.3% |
| 7D | +0.3% | -1.0% | +1.3% | +1.7% |
| 30D | -2.8% | -1.3% | -1.5% | -1.2% |
| 3M | -6.7% | +5.4% | -12.2% | -13.0% |
| 6M | +41.8% | +14.4% | +27.4% | +19.4% |
| YTD | +57.9% | +8.0% | +49.8% | +43.8% |
| 1Y | +87.6% | +12.7% | +74.9% | +62.4% |
| 3Y | +282.9% | +85.6% | +197.3% | +82.8% |
| All | +327.2% | +84.3% | +242.9% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling