+1,789.8%
SMH vs TAP
-50.5%
+1,840.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.4% | -5.3% | +6.6% | +2.4% |
| 30D | -2.2% | -7.4% | +5.2% | -0.9% |
| 3M | -1.9% | -4.9% | +3.1% | -1.5% |
| 6M | +41.0% | -14.2% | +55.2% | +44.4% |
| YTD | +55.6% | -14.8% | +70.4% | +58.9% |
| 1Y | +86.8% | -18.1% | +104.9% | +92.0% |
| 3Y | +277.7% | -32.7% | +310.4% | +302.1% |
| 5Y | +324.2% | -0.5% | +324.6% | +296.3% |
| All | +1,789.8% | -50.5% | +1,840.3% | +1,865.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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