+1,876.8%
SMH vs TLT
-20.1%
+1,897.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | 0.0% |
| 7D | +4.3% | -0.3% | +4.6% | +4.3% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | -2.8% | -2.9% | 0.0% | -3.4% |
| 6M | +45.6% | -6.3% | +51.9% | +43.6% |
| YTD | +59.5% | -3.3% | +62.8% | +58.3% |
| 1Y | +93.4% | -4.2% | +97.6% | +91.7% |
| 3Y | +287.1% | -1.7% | +288.8% | +285.6% |
| 5Y | +338.0% | -34.9% | +372.9% | +263.2% |
| 10Y | +1,876.8% | -19.8% | +1,896.6% | +1,825.4% |
| All | +1,876.8% | -20.1% | +1,897.0% | +1,825.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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