+1,061.7%
SMH vs TAP
+164.3%
+897.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -3.7% |
| 7D | +4.9% | +1.3% | +3.6% | +4.6% |
| 30D | -13.8% | +5.7% | -19.5% | -15.2% |
| 3M | -17.4% | -1.9% | -15.5% | -17.7% |
| 6M | -15.0% | +0.9% | -15.9% | -16.3% |
| YTD | +35.2% | -9.5% | +44.7% | +35.6% |
| 1Y | +41.6% | -9.0% | +50.6% | +41.7% |
| 3Y | +215.6% | -22.2% | +237.9% | +222.3% |
| 5Y | +233.2% | +1.2% | +232.0% | +214.1% |
| 10Y | +1,458.7% | -46.1% | +1,504.8% | +1,528.9% |
| All | +1,061.7% | +164.3% | +897.4% | +814.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling