+1,253.2%
SMH vs STM
+36.9%
+1,216.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.5% |
| 7D | +2.5% | +5.8% | -3.3% | -0.8% |
| 30D | -0.5% | -1.0% | +0.5% | -0.1% |
| 3M | -9.6% | -33.3% | +23.6% | +12.0% |
| 6M | +42.1% | +57.4% | -15.3% | +4.9% |
| YTD | +57.4% | +102.2% | -44.7% | -0.7% |
| 1Y | +96.2% | +99.6% | -3.4% | +23.0% |
| 3Y | +267.9% | +14.5% | +253.4% | +198.1% |
| 5Y | +327.7% | +21.4% | +306.3% | +230.5% |
| 10Y | +1,764.6% | +695.0% | +1,069.7% | +325.3% |
| All | +1,253.2% | +36.9% | +1,216.3% | +574.2% |
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