+339.4%
SMH vs TER
+216.0%
+123.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | -1.1% |
| 7D | +5.2% | +11.0% | -5.7% | -0.5% |
| 30D | -1.5% | -1.9% | +0.3% | -1.2% |
| 3M | -4.1% | -0.7% | -3.4% | -6.7% |
| 6M | +50.8% | +36.4% | +14.4% | +18.1% |
| YTD | +59.3% | +92.4% | -33.1% | -0.1% |
| 1Y | +94.1% | +213.5% | -119.4% | -12.1% |
| 3Y | +286.7% | +277.2% | +9.5% | +42.5% |
| 5Y | +339.4% | +219.1% | +120.3% | +78.9% |
| All | +339.4% | +216.0% | +123.4% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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