+327.2%
SMH vs TKO
+291.2%
+36.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +0.3% | +2.3% | -2.0% | -0.3% |
| 30D | -2.8% | -2.5% | -0.3% | -2.3% |
| 3M | -6.7% | -10.6% | +3.9% | -4.5% |
| 6M | +41.8% | -5.1% | +46.8% | +42.2% |
| YTD | +57.9% | -8.2% | +66.1% | +59.2% |
| 1Y | +87.6% | -4.4% | +92.1% | +86.3% |
| 3Y | +282.9% | +100.4% | +182.6% | +203.5% |
| All | +327.2% | +291.2% | +36.0% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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