+4,686.6%
SMH vs TLT
+130.6%
+4,556.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.7% |
| 7D | +2.5% | -0.4% | +2.9% | +2.3% |
| 30D | -0.5% | -0.6% | +0.1% | -0.7% |
| 3M | -9.6% | -2.7% | -6.9% | -10.9% |
| 6M | +42.1% | -5.6% | +47.7% | +37.7% |
| YTD | +57.4% | -2.8% | +60.2% | +55.0% |
| 1Y | +96.2% | -1.4% | +97.7% | +94.6% |
| 3Y | +267.9% | -1.6% | +269.5% | +265.5% |
| 5Y | +327.7% | -33.8% | +361.5% | +231.2% |
| 10Y | +1,764.6% | -21.1% | +1,785.8% | +1,600.3% |
| All | +4,686.6% | +130.6% | +4,556.0% | +17,727.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling