+1,333.1%
SMH vs SW
+185.4%
+1,147.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -1.5% | -9.7% | -11.0% |
| 7D | -20.3% | +4.7% | -24.9% | -20.8% |
| 30D | -29.2% | +5.0% | -34.2% | -29.8% |
| 3M | -21.4% | -7.3% | -14.1% | -20.7% |
| 6M | -14.3% | +15.0% | -29.3% | -16.5% |
| YTD | +24.3% | +18.5% | +5.8% | +20.2% |
| 1Y | +24.9% | +27.1% | -2.2% | +19.5% |
| 3Y | +203.5% | +49.3% | +154.2% | +185.0% |
| 5Y | +211.2% | -1.6% | +212.8% | +197.0% |
| All | +1,333.1% | +185.4% | +1,147.7% | +1,116.2% |
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