+1,789.8%
SMH vs SO
+160.7%
+1,629.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.3% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | -2.2% | -3.7% | +1.5% | -1.4% |
| 3M | -1.9% | -5.9% | +4.0% | -0.8% |
| 6M | +41.0% | -7.3% | +48.3% | +42.7% |
| YTD | +55.6% | +3.1% | +52.5% | +53.0% |
| 1Y | +86.8% | -1.0% | +87.8% | +85.3% |
| 3Y | +277.7% | +43.2% | +234.4% | +224.8% |
| 5Y | +324.2% | +59.1% | +265.1% | +246.5% |
| All | +1,789.8% | +160.7% | +1,629.1% | +1,296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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