+250.6%
SMH vs TER
+88.3%
+162.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.3% | -3.5% | +0.4% |
| 7D | +0.5% | +5.9% | -5.4% | -2.9% |
| 30D | -14.2% | -30.8% | +16.5% | +3.3% |
| 3M | -11.5% | -29.9% | +18.4% | +4.3% |
| 6M | -12.0% | -27.5% | +15.4% | -1.1% |
| YTD | +40.8% | +37.5% | +3.3% | +3.1% |
| 1Y | +44.9% | +50.3% | -5.4% | +0.2% |
| 3Y | +226.7% | +204.9% | +21.8% | +27.1% |
| 5Y | +250.6% | +89.2% | +161.4% | +70.9% |
| All | +250.6% | +88.3% | +162.3% | +70.9% |
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