+5,157.7%
SMH vs STX
+16,011.1%
-10,853.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | +0.5% |
| 7D | +2.5% | +2.4% | +0.2% | +1.7% |
| 30D | -0.5% | +1.4% | -1.9% | -1.5% |
| 3M | -9.6% | -8.2% | -1.4% | -8.2% |
| 6M | +42.1% | +127.0% | -85.0% | +5.9% |
| YTD | +57.4% | +209.1% | -151.7% | +4.0% |
| 1Y | +96.2% | +365.4% | -269.2% | +10.9% |
| 3Y | +267.9% | +1,135.4% | -867.5% | +48.5% |
| 5Y | +327.7% | +991.5% | -663.8% | +77.5% |
| 10Y | +1,764.6% | +3,695.8% | -1,931.2% | +416.9% |
| All | +5,157.7% | +16,011.1% | -10,853.4% | +593.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling