+1,475.7%
SMH vs SO
+197.2%
+1,278.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.2% |
| 7D | +4.9% | +1.4% | +3.6% | +4.6% |
| 30D | -13.8% | +4.7% | -18.5% | -14.8% |
| 3M | -17.4% | +1.7% | -19.1% | -17.8% |
| 6M | -15.0% | +2.2% | -17.1% | -15.8% |
| YTD | +35.2% | +10.0% | +25.2% | +30.9% |
| 1Y | +41.6% | +6.0% | +35.6% | +38.4% |
| 3Y | +215.6% | +54.1% | +161.5% | +166.8% |
| 5Y | +233.2% | +79.6% | +153.6% | +162.4% |
| All | +1,475.7% | +197.2% | +1,278.5% | +1,040.9% |
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