+262.4%
SMH vs SN
+476.8%
-214.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.0% |
| 7D | +4.3% | -3.4% | +7.7% | +5.3% |
| 30D | +0.9% | -9.1% | +9.9% | +3.5% |
| 3M | -2.8% | +31.8% | -34.6% | -10.7% |
| 6M | +45.6% | +52.0% | -6.4% | +27.6% |
| YTD | +59.5% | +51.3% | +8.2% | +39.6% |
| 1Y | +93.4% | +46.9% | +46.6% | +69.9% |
| 3Y | +287.1% | +394.9% | -107.8% | +197.0% |
| All | +262.4% | +476.8% | -214.4% | +177.2% |
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