+339.4%
SMH vs TPR
+230.0%
+109.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.7% |
| 7D | +5.2% | -3.4% | +8.6% | +6.6% |
| 30D | -1.5% | -27.3% | +25.8% | +10.5% |
| 3M | -4.1% | -16.2% | +12.2% | +1.0% |
| 6M | +50.8% | -17.9% | +68.6% | +59.1% |
| YTD | +59.3% | -7.1% | +66.4% | +58.7% |
| 1Y | +94.1% | +13.6% | +80.5% | +75.9% |
| 3Y | +286.7% | +293.7% | -7.0% | +90.4% |
| 5Y | +339.4% | +239.1% | +100.3% | +123.8% |
| All | +339.4% | +230.0% | +109.5% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling