+1,817.6%
SMH vs SPYG
+424.6%
+1,393.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.4% |
| 7D | +0.3% | -0.9% | +1.2% | +1.5% |
| 30D | -2.8% | -1.5% | -1.3% | -0.7% |
| 3M | -6.7% | +3.7% | -10.5% | -10.4% |
| 6M | +41.8% | +16.4% | +25.3% | +17.7% |
| YTD | +57.9% | +13.3% | +44.5% | +36.3% |
| 1Y | +87.6% | +17.9% | +69.8% | +54.6% |
| 3Y | +282.9% | +98.3% | +184.6% | +66.5% |
| 5Y | +330.4% | +86.4% | +244.0% | +107.9% |
| All | +1,817.6% | +424.6% | +1,393.0% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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