-10.6%
SMH vs STT
+17.4%
-28.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.8% |
| 7D | +12.1% | +5.1% | +6.9% | +7.5% |
| 30D | -14.7% | -0.2% | -14.5% | -14.4% |
| 3M | -14.2% | -8.1% | -6.1% | -9.4% |
| 6M | -10.6% | +16.6% | -27.2% | -20.1% |
| All | -10.6% | +17.4% | -28.0% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling