+1,061.7%
SMH vs STT
+420.1%
+641.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.9% |
| 7D | +4.9% | +4.8% | +0.1% | +3.1% |
| 30D | -13.8% | +3.9% | -17.7% | -14.8% |
| 3M | -17.4% | -8.2% | -9.2% | -14.4% |
| 6M | -15.0% | +15.6% | -30.6% | -19.4% |
| YTD | +35.2% | +37.6% | -2.5% | +19.7% |
| 1Y | +41.6% | +50.1% | -8.5% | +21.3% |
| 3Y | +215.6% | +183.1% | +32.6% | +111.6% |
| 5Y | +233.2% | +104.8% | +128.4% | +147.7% |
| 10Y | +1,458.7% | +201.9% | +1,256.8% | +852.7% |
| All | +1,061.7% | +420.1% | +641.5% | +271.9% |
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