+339.4%
SMH vs SO
+61.3%
+278.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.3% |
| 7D | +5.2% | +1.0% | +4.2% | +5.3% |
| 30D | -1.5% | -3.2% | +1.7% | -1.8% |
| 3M | -4.1% | -1.7% | -2.4% | -4.3% |
| 6M | +50.8% | -7.2% | +58.0% | +50.1% |
| YTD | +59.3% | +4.6% | +54.7% | +59.1% |
| 1Y | +94.1% | +1.2% | +92.9% | +93.5% |
| 3Y | +286.7% | +45.3% | +241.5% | +259.1% |
| 5Y | +339.4% | +58.7% | +280.7% | +300.7% |
| All | +339.4% | +61.3% | +278.1% | +300.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling