+338.0%
SMH vs T
+63.3%
+274.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | 0.0% |
| 7D | +4.3% | -3.1% | +7.4% | +4.1% |
| 30D | +0.9% | +4.6% | -3.7% | +1.2% |
| 3M | -2.8% | +12.2% | -15.1% | -1.8% |
| 6M | +45.6% | -6.5% | +52.1% | +46.5% |
| YTD | +59.5% | +4.9% | +54.6% | +60.3% |
| 1Y | +93.4% | -10.5% | +103.9% | +95.2% |
| 3Y | +287.1% | +104.6% | +182.5% | +253.5% |
| 5Y | +338.0% | +64.2% | +273.8% | +336.6% |
| All | +338.0% | +63.3% | +274.7% | +336.6% |
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