+738.0%
SMH vs SGOV
+20.3%
+717.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | 0.0% | +0.2% | +0.4% |
| 30D | -2.8% | +0.3% | -3.1% | -1.8% |
| 3M | -6.7% | +0.9% | -7.7% | -4.4% |
| 6M | +41.8% | +1.8% | +39.9% | +47.1% |
| YTD | +57.9% | +2.5% | +55.3% | +64.5% |
| 1Y | +87.6% | +3.8% | +83.9% | +96.4% |
| 3Y | +282.9% | +14.4% | +268.6% | +235.0% |
| 5Y | +330.4% | +20.2% | +310.2% | +406.1% |
| All | +738.0% | +20.3% | +717.7% | +860.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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