+286.8%
SMH vs STT
+195.2%
+91.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.3% | +1.0% | +3.4% | +3.7% |
| 30D | +0.9% | +2.8% | -1.9% | -0.9% |
| 3M | -2.8% | +18.1% | -21.0% | -12.0% |
| 6M | +45.6% | +59.2% | -13.6% | +10.9% |
| YTD | +59.5% | +51.5% | +8.0% | +24.4% |
| 1Y | +93.4% | +75.7% | +17.8% | +38.6% |
| All | +286.8% | +195.2% | +91.6% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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