+1,253.2%
SMH vs STT
+479.5%
+773.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -0.5% | +3.9% | -4.3% | -2.0% |
| 3M | -9.6% | +20.0% | -29.6% | -15.8% |
| 6M | +42.1% | +55.3% | -13.2% | +20.0% |
| YTD | +57.4% | +53.3% | +4.1% | +33.4% |
| 1Y | +96.2% | +74.7% | +21.5% | +58.2% |
| 3Y | +267.9% | +205.8% | +62.1% | +138.4% |
| 5Y | +327.7% | +145.0% | +182.7% | +195.6% |
| 10Y | +1,764.6% | +266.0% | +1,498.6% | +957.6% |
| All | +1,253.2% | +479.5% | +773.8% | +314.5% |
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