+1,789.8%
SMH vs STZ
-10.3%
+1,800.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.0% |
| 7D | +1.4% | -4.1% | +5.5% | +2.7% |
| 30D | -2.2% | -7.6% | +5.4% | 0.0% |
| 3M | -1.9% | -12.3% | +10.4% | +1.7% |
| 6M | +41.0% | -16.3% | +57.3% | +47.6% |
| YTD | +55.6% | -8.4% | +63.9% | +55.9% |
| 1Y | +86.8% | -10.8% | +97.7% | +88.5% |
| 3Y | +277.7% | -49.0% | +326.6% | +361.5% |
| 5Y | +324.2% | -36.5% | +360.6% | +370.5% |
| All | +1,789.8% | -10.3% | +1,800.1% | +1,703.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling