+1,876.8%
SMH vs STM
+656.4%
+1,220.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | +4.3% | +1.7% | +2.7% | +3.4% |
| 30D | +0.9% | -5.2% | +6.0% | +3.8% |
| 3M | -2.8% | -29.6% | +26.8% | +16.1% |
| 6M | +45.6% | +54.4% | -8.7% | +9.6% |
| YTD | +59.5% | +99.5% | -40.1% | +2.5% |
| 1Y | +93.4% | +100.8% | -7.3% | +22.1% |
| 3Y | +287.1% | +20.2% | +266.9% | +208.1% |
| 5Y | +338.0% | +21.1% | +316.9% | +240.6% |
| 10Y | +1,876.8% | +664.5% | +1,212.3% | +635.3% |
| All | +1,876.8% | +656.4% | +1,220.4% | +635.3% |
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