+1,487.3%
SMH vs STM
+431.2%
+1,056.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -1.0% |
| 7D | -6.7% | -7.9% | +1.2% | -2.2% |
| 30D | -19.8% | -14.1% | -5.7% | -12.7% |
| 3M | -15.1% | -17.6% | +2.5% | -5.7% |
| 6M | -14.6% | -24.2% | +9.6% | -3.3% |
| YTD | +34.3% | +73.3% | -39.0% | -7.3% |
| 1Y | +35.2% | +90.1% | -54.9% | -11.8% |
| 3Y | +211.7% | +10.3% | +201.3% | +158.4% |
| 5Y | +240.5% | -5.7% | +246.2% | +203.3% |
| 10Y | +1,487.3% | +444.1% | +1,043.3% | +490.7% |
| All | +1,487.3% | +431.2% | +1,056.2% | +490.7% |
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