+1,876.8%
SMH vs TPR
+299.5%
+1,577.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.2% |
| 7D | +4.3% | -7.3% | +11.6% | +6.9% |
| 30D | +0.9% | -30.7% | +31.6% | +12.7% |
| 3M | -2.8% | -21.6% | +18.8% | +3.8% |
| 6M | +45.6% | -21.3% | +67.0% | +54.7% |
| YTD | +59.5% | -10.2% | +69.6% | +61.5% |
| 1Y | +93.4% | +9.5% | +83.9% | +82.5% |
| 3Y | +287.1% | +280.8% | +6.3% | +134.7% |
| 5Y | +338.0% | +218.7% | +119.3% | +174.6% |
| 10Y | +1,876.8% | +306.7% | +1,570.2% | +951.5% |
| All | +1,876.8% | +299.5% | +1,577.4% | +951.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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