+338.0%
SMH vs SPG
+104.0%
+234.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.4% |
| 7D | +4.3% | -1.7% | +6.0% | +5.2% |
| 30D | +0.9% | -6.3% | +7.1% | +4.2% |
| 3M | -2.8% | -2.4% | -0.4% | -2.6% |
| 6M | +45.6% | +9.6% | +36.0% | +36.0% |
| YTD | +59.5% | +14.2% | +45.3% | +44.9% |
| 1Y | +93.4% | +19.3% | +74.1% | +70.4% |
| 3Y | +287.1% | +106.7% | +180.4% | +136.5% |
| 5Y | +338.0% | +104.2% | +233.8% | +165.3% |
| All | +338.0% | +104.0% | +234.0% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling