+1,061.7%
SMH vs SM
+325.6%
+736.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +4.9% | +9.4% | -4.5% | +3.5% |
| 30D | -13.8% | -14.4% | +0.6% | -12.0% |
| 3M | -17.4% | +1.6% | -18.9% | -18.1% |
| 6M | -15.0% | +6.3% | -21.3% | -17.1% |
| YTD | +35.2% | +78.8% | -43.6% | +20.0% |
| 1Y | +41.6% | +83.1% | -41.5% | +25.1% |
| 3Y | +215.6% | -5.9% | +221.5% | +202.7% |
| 5Y | +233.2% | +4.8% | +228.4% | +203.8% |
| 10Y | +1,458.7% | +17.5% | +1,441.1% | +902.8% |
| All | +1,061.7% | +325.6% | +736.1% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling