+324.2%
SMH vs SPY
+79.8%
+244.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.4% |
| 7D | +1.4% | -2.0% | +3.4% | +5.0% |
| 30D | -2.2% | -1.7% | -0.6% | +0.7% |
| 3M | -1.9% | +4.7% | -6.6% | -8.6% |
| 6M | +41.0% | +12.5% | +28.5% | +17.6% |
| YTD | +55.6% | +11.7% | +43.9% | +31.8% |
| 1Y | +86.8% | +17.5% | +69.3% | +46.5% |
| 3Y | +277.7% | +76.6% | +201.1% | +60.1% |
| 5Y | +324.2% | +82.0% | +242.1% | +83.5% |
| All | +324.2% | +79.8% | +244.4% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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