+1,475.7%
SMH vs STM
+470.7%
+1,005.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | +4.9% | +12.0% | -7.1% | -1.7% |
| 30D | -13.8% | -0.4% | -13.4% | -13.7% |
| 3M | -17.4% | -13.2% | -4.2% | -10.9% |
| 6M | -15.0% | -26.1% | +11.1% | -2.1% |
| YTD | +35.2% | +81.2% | -46.0% | -9.1% |
| 1Y | +41.6% | +98.3% | -56.7% | -9.8% |
| 3Y | +215.6% | +16.7% | +198.9% | +153.3% |
| 5Y | +233.2% | -4.8% | +238.1% | +195.3% |
| All | +1,475.7% | +470.7% | +1,005.0% | +466.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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