+262.1%
SMH vs SN
+496.6%
-234.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -1.5% | -5.6% | +4.1% | 0.0% |
| 3M | -4.1% | +48.1% | -52.1% | -14.9% |
| 6M | +50.8% | +57.6% | -6.9% | +30.8% |
| YTD | +59.3% | +56.5% | +2.8% | +38.2% |
| 1Y | +94.1% | +52.6% | +41.5% | +68.7% |
| 3Y | +286.7% | +412.0% | -125.3% | +193.9% |
| All | +262.1% | +496.6% | -234.6% | +174.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling