+4,135.5%
SMH vs TLT
+125.4%
+4,010.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.8% |
| 7D | +12.1% | -2.7% | +14.8% | +10.6% |
| 30D | -14.7% | +2.2% | -16.8% | -13.7% |
| 3M | -14.2% | -1.7% | -12.5% | -14.8% |
| 6M | -10.6% | -4.0% | -6.7% | -12.3% |
| YTD | +39.3% | -4.9% | +44.3% | +35.8% |
| 1Y | +41.6% | -7.4% | +48.9% | +36.1% |
| 3Y | +223.4% | +3.0% | +220.3% | +231.0% |
| 5Y | +243.5% | -35.1% | +278.6% | +164.0% |
| 10Y | +1,506.6% | -12.7% | +1,519.4% | +1,487.0% |
| All | +4,135.5% | +125.4% | +4,010.1% | +15,523.8% |
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