+1,269.2%
SMH vs SYY
+649.3%
+620.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | +5.2% | -2.8% | +8.0% | +6.3% |
| 30D | -1.5% | -5.3% | +3.7% | +0.5% |
| 3M | -4.1% | +5.1% | -9.2% | -6.4% |
| 6M | +50.8% | -5.0% | +55.8% | +52.0% |
| YTD | +59.3% | +10.7% | +48.6% | +50.7% |
| 1Y | +94.1% | +0.7% | +93.4% | +89.7% |
| 3Y | +286.7% | +24.0% | +262.7% | +240.0% |
| 5Y | +339.4% | +19.3% | +320.1% | +292.3% |
| 10Y | +1,803.3% | +96.4% | +1,706.9% | +1,147.1% |
| All | +1,269.2% | +649.3% | +620.0% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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