+250.6%
SMH vs STZ
-28.3%
+278.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.0% |
| 7D | +0.5% | -0.9% | +1.5% | +0.7% |
| 30D | -14.2% | +14.9% | -29.1% | -16.5% |
| 3M | -11.5% | +8.4% | -19.9% | -13.0% |
| 6M | -12.0% | +2.8% | -14.8% | -12.8% |
| YTD | +40.8% | +7.5% | +33.2% | +35.5% |
| 1Y | +44.9% | +12.5% | +32.3% | +37.1% |
| 3Y | +226.7% | -35.4% | +262.1% | +263.9% |
| 5Y | +250.6% | -29.3% | +279.9% | +269.3% |
| All | +250.6% | -28.3% | +278.9% | +269.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling