+207.2%
SMH vs SN
+671.3%
-464.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.8% |
| 7D | +4.9% | +1.5% | +3.4% | +4.5% |
| 30D | -13.8% | +21.5% | -35.3% | -18.5% |
| 3M | -17.4% | +20.0% | -37.4% | -21.8% |
| 6M | -15.0% | +119.9% | -134.9% | -32.7% |
| YTD | +35.2% | +102.3% | -67.2% | +8.8% |
| 1Y | +41.6% | +148.0% | -106.4% | +7.6% |
| 3Y | +215.6% | +450.0% | -234.4% | +122.1% |
| All | +207.2% | +671.3% | -464.1% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling