+1,270.6%
SMH vs SRE
+2,084.8%
-814.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +4.3% | +1.5% | +2.9% | +3.7% |
| 30D | +0.9% | +0.8% | 0.0% | +0.3% |
| 3M | -2.8% | -5.8% | +3.0% | -0.9% |
| 6M | +45.6% | -7.8% | +53.4% | +49.4% |
| YTD | +59.5% | -2.4% | +61.8% | +59.5% |
| 1Y | +93.4% | +8.9% | +84.5% | +84.5% |
| 3Y | +287.1% | +31.1% | +256.0% | +231.4% |
| 5Y | +338.0% | +48.6% | +289.4% | +251.4% |
| 10Y | +1,876.8% | +126.1% | +1,750.7% | +1,147.3% |
| All | +1,270.6% | +2,084.8% | -814.3% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling