+812.5%
SMH vs SITM
+4,437.5%
-3,625.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +4.3% | +3.7% | +0.6% | +3.2% |
| 30D | +0.9% | -14.5% | +15.4% | +5.0% |
| 3M | -2.8% | -10.6% | +7.7% | -1.5% |
| 6M | +45.6% | +65.5% | -19.9% | +22.0% |
| YTD | +59.5% | +67.0% | -7.5% | +31.5% |
| 1Y | +93.4% | +138.6% | -45.2% | +41.4% |
| 3Y | +287.1% | +421.8% | -134.7% | +108.0% |
| 5Y | +338.0% | +172.4% | +165.6% | +150.9% |
| All | +812.5% | +4,437.5% | -3,625.0% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling