+1,097.4%
SMH vs SM
+326.1%
+771.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.8% |
| 7D | +12.1% | +10.6% | +1.5% | +10.3% |
| 30D | -14.7% | -15.0% | +0.3% | -12.8% |
| 3M | -14.2% | +1.7% | -15.9% | -15.0% |
| 6M | -10.6% | +5.9% | -16.5% | -12.8% |
| YTD | +39.3% | +79.0% | -39.7% | +23.7% |
| 1Y | +41.6% | +84.7% | -43.1% | +24.9% |
| 3Y | +223.4% | -3.5% | +226.8% | +208.9% |
| 5Y | +243.5% | +4.9% | +238.5% | +213.1% |
| 10Y | +1,506.6% | +17.7% | +1,489.0% | +933.4% |
| All | +1,097.4% | +326.1% | +771.3% | +251.1% |
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 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