+327.2%
SMH vs SRE
+45.6%
+281.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -2.8% | -3.0% | +0.2% | -2.1% |
| 3M | -6.7% | -8.3% | +1.6% | -4.7% |
| 6M | +41.8% | -8.9% | +50.7% | +44.8% |
| YTD | +57.9% | -4.3% | +62.1% | +58.6% |
| 1Y | +87.6% | +2.7% | +84.9% | +84.3% |
| 3Y | +282.9% | +28.7% | +254.3% | +237.4% |
| All | +327.2% | +45.6% | +281.6% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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