+1,109.9%
SMH vs STT
+422.3%
+687.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.6% |
| 30D | -14.2% | -0.4% | -13.8% | -13.8% |
| 3M | -11.5% | -6.5% | -5.0% | -9.0% |
| 6M | -12.0% | +17.2% | -29.2% | -17.1% |
| YTD | +40.8% | +38.2% | +2.6% | +24.5% |
| 1Y | +44.9% | +49.3% | -4.4% | +24.4% |
| 3Y | +226.7% | +181.9% | +44.8% | +119.3% |
| 5Y | +250.6% | +106.9% | +143.7% | +159.6% |
| 10Y | +1,523.4% | +203.1% | +1,320.3% | +890.6% |
| All | +1,109.9% | +422.3% | +687.6% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling