+4,112.8%
SMH vs SW
+755.0%
+3,357.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | +2.5% | -5.1% | +7.6% | +2.9% |
| 30D | -0.5% | -4.6% | +4.1% | -0.1% |
| 3M | -9.6% | +9.4% | -19.0% | -10.4% |
| 6M | +42.1% | +3.5% | +38.6% | +41.3% |
| YTD | +57.4% | +22.0% | +35.4% | +54.5% |
| 1Y | +96.2% | +2.2% | +94.0% | +94.8% |
| 3Y | +267.9% | +19.6% | +248.3% | +260.3% |
| 5Y | +327.7% | -2.3% | +330.0% | +317.3% |
| 10Y | +1,764.6% | +181.4% | +1,583.3% | +1,645.7% |
| All | +4,112.8% | +755.0% | +3,357.8% | +3,930.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling