+1,789.8%
SMH vs SPGI
+291.9%
+1,497.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.4% |
| 7D | +1.4% | -8.9% | +10.3% | +6.8% |
| 30D | -2.2% | +0.6% | -2.9% | -3.1% |
| 3M | -1.9% | +2.0% | -3.8% | -5.5% |
| 6M | +41.0% | +0.1% | +40.9% | +35.9% |
| YTD | +55.6% | -16.4% | +72.0% | +66.1% |
| 1Y | +86.8% | -18.9% | +105.8% | +101.4% |
| 3Y | +277.7% | +13.8% | +263.9% | +217.4% |
| 5Y | +324.2% | +0.5% | +323.6% | +283.6% |
| All | +1,789.8% | +291.9% | +1,497.9% | +662.8% |
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