+324.2%
SMH vs STX
+1,047.5%
-723.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.2% | -1.2% |
| 7D | +1.4% | +8.0% | -6.6% | -2.2% |
| 30D | -2.2% | +5.1% | -7.3% | -5.2% |
| 3M | -1.9% | +5.8% | -7.6% | -6.8% |
| 6M | +41.0% | +124.9% | -83.9% | -6.4% |
| YTD | +55.6% | +213.9% | -158.3% | -15.1% |
| 1Y | +86.8% | +350.4% | -263.6% | -19.0% |
| 3Y | +277.7% | +1,314.2% | -1,036.6% | -18.5% |
| 5Y | +324.2% | +1,092.8% | -768.6% | +1.5% |
| All | +324.2% | +1,047.5% | -723.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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