+338.0%
SMH vs STZ
-38.0%
+376.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +4.3% | -6.0% | +10.4% | +5.7% |
| 30D | +0.9% | -8.9% | +9.7% | +2.7% |
| 3M | -2.8% | -12.6% | +9.7% | -0.3% |
| 6M | +45.6% | -17.2% | +62.8% | +50.8% |
| YTD | +59.5% | -10.0% | +69.5% | +59.1% |
| 1Y | +93.4% | -14.3% | +107.7% | +95.7% |
| 3Y | +287.1% | -49.9% | +337.0% | +367.4% |
| 5Y | +338.0% | -38.2% | +376.3% | +369.7% |
| All | +338.0% | -38.0% | +376.0% | +369.7% |
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