+1,385.0%
SMH vs SW
+182.7%
+1,202.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.6% | +3.8% |
| 7D | -11.2% | +2.3% | -13.5% | -11.5% |
| 30D | -25.8% | +6.8% | -32.6% | -26.6% |
| 3M | -18.8% | -5.2% | -13.6% | -18.3% |
| 6M | -15.6% | +7.4% | -23.0% | -16.9% |
| YTD | +28.8% | +17.4% | +11.4% | +24.8% |
| 1Y | +32.6% | +27.1% | +5.5% | +26.9% |
| 3Y | +213.6% | +47.9% | +165.8% | +194.8% |
| 5Y | +222.4% | -2.6% | +225.0% | +208.2% |
| All | +1,385.0% | +182.7% | +1,202.4% | +1,162.0% |
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