+339.4%
SMH vs STT
+150.3%
+189.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.9% |
| 7D | +5.2% | +2.2% | +3.1% | +4.0% |
| 30D | -1.5% | +3.9% | -5.4% | -3.7% |
| 3M | -4.1% | +19.2% | -23.3% | -13.1% |
| 6M | +50.8% | +60.4% | -9.6% | +16.0% |
| YTD | +59.3% | +51.5% | +7.9% | +26.0% |
| 1Y | +94.1% | +76.3% | +17.8% | +41.3% |
| 3Y | +286.7% | +200.7% | +86.0% | +108.0% |
| 5Y | +339.4% | +157.5% | +182.0% | +140.8% |
| All | +339.4% | +150.3% | +189.1% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling