+1,817.6%
SMH vs SPG
+64.5%
+1,753.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -1.2% | +1.4% | +0.6% |
| 30D | -2.8% | -6.1% | +3.3% | -1.0% |
| 3M | -6.7% | -3.6% | -3.1% | -6.1% |
| 6M | +41.8% | +10.4% | +31.4% | +36.7% |
| YTD | +57.9% | +14.4% | +43.5% | +50.4% |
| 1Y | +87.6% | +16.5% | +71.1% | +77.4% |
| 3Y | +282.9% | +106.8% | +176.1% | +204.8% |
| 5Y | +330.4% | +108.9% | +221.5% | +241.1% |
| All | +1,817.6% | +64.5% | +1,753.1% | +1,461.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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