+803.3%
SMH vs SITM
+4,789.7%
-3,986.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.1% | -0.1% |
| 7D | +0.3% | +3.9% | -3.6% | -0.9% |
| 30D | -2.8% | -6.6% | +3.8% | -1.3% |
| 3M | -6.7% | -11.9% | +5.2% | -5.1% |
| 6M | +41.8% | +81.1% | -39.4% | +15.8% |
| YTD | +57.9% | +80.0% | -22.1% | +27.4% |
| 1Y | +87.6% | +145.8% | -58.2% | +36.0% |
| 3Y | +282.9% | +475.9% | -192.9% | +100.1% |
| 5Y | +330.4% | +189.2% | +141.2% | +142.1% |
| All | +803.3% | +4,789.7% | -3,986.4% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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