+1,475.7%
SMH vs SW
+177.1%
+1,298.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +4.9% | -2.9% | +7.8% | +5.4% |
| 30D | -13.8% | +5.0% | -18.8% | -14.5% |
| 3M | -17.4% | -13.7% | -3.7% | -15.7% |
| 6M | -15.0% | +8.0% | -23.0% | -16.4% |
| YTD | +35.2% | +14.0% | +21.2% | +31.5% |
| 1Y | +41.6% | +25.6% | +16.0% | +35.8% |
| 3Y | +215.6% | +40.1% | +175.5% | +198.8% |
| 5Y | +233.2% | -2.6% | +235.8% | +219.1% |
| All | +1,475.7% | +177.1% | +1,298.6% | +1,260.9% |
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