+1,789.8%
SMH vs T
+71.7%
+1,718.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.7% |
| 7D | +1.4% | -2.4% | +3.8% | +1.8% |
| 30D | -2.2% | +4.3% | -6.5% | -3.1% |
| 3M | -1.9% | +11.6% | -13.4% | -4.4% |
| 6M | +41.0% | -5.6% | +46.6% | +42.2% |
| YTD | +55.6% | +6.6% | +49.0% | +51.7% |
| 1Y | +86.8% | -8.4% | +95.2% | +89.1% |
| 3Y | +277.7% | +107.8% | +169.8% | +182.2% |
| 5Y | +324.2% | +68.3% | +255.9% | +236.7% |
| All | +1,789.8% | +71.7% | +1,718.0% | +1,381.9% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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