+113.8%
SMH vs TEM
+47.5%
+66.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | -8.7% | +8.9% | +1.6% |
| 30D | -2.8% | +8.1% | -10.8% | -4.5% |
| 3M | -6.7% | +19.0% | -25.7% | -10.1% |
| 6M | +41.8% | +12.0% | +29.8% | +36.8% |
| YTD | +57.9% | -0.1% | +57.9% | +54.2% |
| 1Y | +87.6% | -33.5% | +121.2% | +93.1% |
| All | +113.8% | +47.5% | +66.3% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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