+216.7%
SMH vs SW
-2.6%
+219.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.6% | +3.8% |
| 7D | -11.2% | +2.3% | -13.5% | -11.6% |
| 30D | -25.8% | +6.8% | -32.6% | -26.9% |
| 3M | -18.8% | -5.2% | -13.6% | -18.2% |
| 6M | -15.6% | +7.4% | -23.0% | -17.5% |
| YTD | +28.8% | +17.4% | +11.4% | +23.2% |
| 1Y | +32.6% | +27.1% | +5.5% | +24.7% |
| 3Y | +213.6% | +47.9% | +165.8% | +189.2% |
| All | +216.7% | -2.6% | +219.3% | +202.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling