+1,269.2%
SMH vs SMTC
+393.7%
+875.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.0% | -8.8% | -3.6% |
| 7D | +5.2% | +22.9% | -17.7% | -5.1% |
| 30D | -1.5% | +16.6% | -18.2% | -10.4% |
| 3M | -4.1% | +2.4% | -6.5% | -8.8% |
| 6M | +50.8% | +98.3% | -47.5% | +0.8% |
| YTD | +59.3% | +120.7% | -61.4% | +0.3% |
| 1Y | +94.1% | +168.3% | -74.2% | +8.8% |
| 3Y | +286.7% | +571.7% | -285.0% | +2.2% |
| 5Y | +339.4% | +114.0% | +225.4% | +100.0% |
| 10Y | +1,803.3% | +497.0% | +1,306.3% | +345.7% |
| All | +1,269.2% | +393.7% | +875.5% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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