+1,524.2%
SMH vs T
+60.4%
+1,463.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +12.1% | +1.6% | +10.4% | +11.8% |
| 30D | -14.7% | -2.9% | -11.8% | -14.5% |
| 3M | -14.2% | -7.5% | -6.7% | -13.5% |
| 6M | -10.6% | -9.9% | -0.7% | -9.6% |
| YTD | +39.3% | -6.4% | +45.8% | +38.5% |
| 1Y | +41.6% | -9.4% | +51.0% | +41.7% |
| 3Y | +223.4% | +64.9% | +158.5% | +157.1% |
| 5Y | +243.5% | +57.0% | +186.5% | +170.0% |
| All | +1,524.2% | +60.4% | +1,463.8% | +1,157.4% |
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