+1,524.2%
SMH vs SPGI
+329.2%
+1,195.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | +12.1% | -0.8% | +12.9% | +12.6% |
| 30D | -14.7% | +14.3% | -29.0% | -21.2% |
| 3M | -14.2% | +14.5% | -28.7% | -21.5% |
| 6M | -10.6% | +17.3% | -27.9% | -21.5% |
| YTD | +39.3% | -4.6% | +43.9% | +37.1% |
| 1Y | +41.6% | +0.8% | +40.8% | +33.9% |
| 3Y | +223.4% | +28.8% | +194.6% | +152.2% |
| 5Y | +243.5% | +14.0% | +229.5% | +187.9% |
| All | +1,524.2% | +329.2% | +1,195.0% | +519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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