+286.7%
SMH vs STM
+20.8%
+265.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.2% | +5.2% | 0.0% | +2.6% |
| 30D | -1.5% | -7.4% | +5.8% | +2.1% |
| 3M | -4.1% | -30.6% | +26.6% | +13.1% |
| 6M | +50.8% | +66.4% | -15.6% | +15.0% |
| YTD | +59.3% | +101.1% | -41.8% | +9.9% |
| 1Y | +94.1% | +97.4% | -3.3% | +33.4% |
| 3Y | +286.7% | +21.1% | +265.6% | +224.5% |
| All | +286.7% | +20.8% | +265.9% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling