+233.7%
SMH vs STT
+104.1%
+129.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.9% |
| 7D | +4.9% | +4.8% | +0.1% | +2.2% |
| 30D | -13.8% | +3.9% | -17.7% | -15.3% |
| 3M | -17.4% | -8.2% | -9.2% | -13.1% |
| 6M | -15.0% | +15.6% | -30.6% | -21.5% |
| YTD | +35.2% | +37.6% | -2.5% | +12.8% |
| 1Y | +41.6% | +50.1% | -8.5% | +12.5% |
| 3Y | +215.6% | +183.1% | +32.6% | +74.3% |
| All | +233.7% | +104.1% | +129.5% | +106.3% |
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