+1,253.2%
SMH vs STZ
+2,269.5%
-1,016.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +2.5% | -1.9% | +4.4% | +3.1% |
| 30D | -0.5% | -1.9% | +1.4% | -0.1% |
| 3M | -9.6% | -6.2% | -3.4% | -8.5% |
| 6M | +42.1% | -14.0% | +56.1% | +47.0% |
| YTD | +57.4% | -5.1% | +62.6% | +57.0% |
| 1Y | +96.2% | -9.6% | +105.8% | +97.9% |
| 3Y | +267.9% | -47.2% | +315.2% | +330.5% |
| 5Y | +327.7% | -33.6% | +361.2% | +364.3% |
| 10Y | +1,764.6% | -9.8% | +1,774.4% | +1,686.8% |
| All | +1,253.2% | +2,269.5% | -1,016.3% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling