+342.4%
SMH vs SMR
+1.6%
+340.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.1% | -1.8% |
| 7D | +1.4% | +4.7% | -3.3% | +0.7% |
| 30D | -2.2% | +3.2% | -5.4% | -2.9% |
| 3M | -1.9% | +9.9% | -11.8% | -3.4% |
| 6M | +41.0% | -15.1% | +56.1% | +41.5% |
| YTD | +55.6% | -27.9% | +83.5% | +57.7% |
| 1Y | +86.8% | -70.2% | +157.1% | +103.3% |
| 3Y | +277.7% | +72.5% | +205.2% | +239.1% |
| All | +342.4% | +1.6% | +340.8% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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