+233.7%
SMH vs SM
+5.5%
+228.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +4.9% | +9.4% | -4.5% | +3.2% |
| 30D | -13.8% | -14.4% | +0.6% | -11.7% |
| 3M | -17.4% | +1.6% | -18.9% | -18.4% |
| 6M | -15.0% | +6.3% | -21.3% | -17.7% |
| YTD | +35.2% | +78.8% | -43.6% | +13.6% |
| 1Y | +41.6% | +83.1% | -41.5% | +18.0% |
| 3Y | +215.6% | -5.9% | +221.5% | +195.4% |
| All | +233.7% | +5.5% | +228.2% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling