+1,469.9%
SMH vs SW
+183.3%
+1,286.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.8% | +5.0% |
| 7D | -4.1% | +1.8% | -5.9% | -4.4% |
| 30D | -19.2% | +7.0% | -26.2% | -20.1% |
| 3M | -16.4% | -7.6% | -8.7% | -15.5% |
| 6M | -14.0% | +8.5% | -22.5% | -15.4% |
| YTD | +35.3% | +17.7% | +17.7% | +31.0% |
| 1Y | +40.4% | +27.1% | +13.4% | +34.4% |
| 3Y | +226.8% | +48.2% | +178.6% | +207.2% |
| 5Y | +232.3% | -2.3% | +234.6% | +217.5% |
| 10Y | +1,469.9% | +183.3% | +1,286.6% | +1,243.1% |
| All | +1,469.9% | +183.3% | +1,286.6% | +1,243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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