+1,109.9%
SMH vs STM
+21.4%
+1,088.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +2.8% |
| 7D | +0.5% | +1.4% | -0.9% | -0.2% |
| 30D | -14.2% | -8.4% | -5.9% | -9.8% |
| 3M | -11.5% | -15.8% | +4.3% | -2.8% |
| 6M | -12.0% | -22.8% | +10.8% | -1.3% |
| YTD | +40.8% | +79.4% | -38.6% | -5.2% |
| 1Y | +44.9% | +97.0% | -52.1% | -7.8% |
| 3Y | +226.7% | +14.2% | +212.5% | +164.2% |
| 5Y | +250.6% | -4.5% | +255.0% | +210.6% |
| 10Y | +1,523.4% | +463.1% | +1,060.3% | +355.2% |
| All | +1,109.9% | +21.4% | +1,088.4% | +543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling