+240.5%
SMH vs T
+56.8%
+183.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.7% |
| 7D | -6.7% | +2.6% | -9.3% | -6.5% |
| 30D | -19.8% | -1.1% | -18.8% | -19.8% |
| 3M | -15.1% | -7.7% | -7.3% | -15.5% |
| 6M | -14.6% | -10.6% | -4.0% | -14.7% |
| YTD | +34.3% | -7.5% | +41.8% | +33.9% |
| 1Y | +35.2% | -7.4% | +42.6% | +34.8% |
| 3Y | +211.7% | +63.1% | +148.6% | +189.2% |
| 5Y | +240.5% | +55.2% | +185.3% | +229.9% |
| All | +240.5% | +56.8% | +183.6% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling