+286.7%
SMH vs SM
-2.8%
+289.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.6% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | -1.5% | +31.5% | -33.1% | -5.7% |
| 3M | -4.1% | +17.3% | -21.4% | -6.9% |
| 6M | +50.8% | +48.5% | +2.2% | +36.7% |
| YTD | +59.3% | +106.3% | -46.9% | +31.9% |
| 1Y | +94.1% | +47.3% | +46.8% | +75.3% |
| 3Y | +286.7% | -1.4% | +288.1% | +262.4% |
| All | +286.7% | -2.8% | +289.5% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling