+1,475.7%
SMH vs T
+60.4%
+1,415.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +4.9% | +2.5% | +2.4% | +4.5% |
| 30D | -13.8% | -3.8% | -10.0% | -13.4% |
| 3M | -17.4% | -8.7% | -8.6% | -16.5% |
| 6M | -15.0% | -8.1% | -6.9% | -14.4% |
| YTD | +35.2% | -6.4% | +41.6% | +34.3% |
| 1Y | +41.6% | -9.8% | +51.4% | +41.9% |
| 3Y | +215.6% | +65.5% | +150.1% | +150.6% |
| 5Y | +233.2% | +57.0% | +176.3% | +162.0% |
| All | +1,475.7% | +60.4% | +1,415.3% | +1,119.8% |
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