+1,817.6%
SMH vs TRI
+196.2%
+1,621.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | +0.3% | -7.9% | +8.2% | +2.9% |
| 30D | -2.8% | -4.5% | +1.7% | -2.0% |
| 3M | -6.7% | +22.1% | -28.8% | -16.7% |
| 6M | +41.8% | -2.8% | +44.5% | +37.3% |
| YTD | +57.9% | -23.4% | +81.3% | +71.7% |
| 1Y | +87.6% | -41.5% | +129.2% | +140.0% |
| 3Y | +282.9% | -19.2% | +302.1% | +278.8% |
| 5Y | +330.4% | -9.4% | +339.8% | +288.5% |
| All | +1,817.6% | +196.2% | +1,621.4% | +883.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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