+1,256.8%
SMH vs SCHW
+356.0%
+900.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.3% | -1.9% | +2.1% | +1.1% |
| 30D | -2.8% | -1.6% | -1.2% | -2.3% |
| 3M | -6.7% | +21.3% | -28.0% | -15.4% |
| 6M | +41.8% | +16.5% | +25.3% | +30.0% |
| YTD | +57.9% | +8.4% | +49.5% | +49.1% |
| 1Y | +87.6% | +15.6% | +72.0% | +71.8% |
| 3Y | +282.9% | +86.8% | +196.1% | +175.5% |
| 5Y | +330.4% | +60.5% | +269.9% | +216.3% |
| 10Y | +1,857.0% | +297.7% | +1,559.3% | +761.9% |
| All | +1,256.8% | +356.0% | +900.8% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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