+1,817.6%
SMH vs TRU
+147.2%
+1,670.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +1.5% |
| 30D | -2.8% | -2.0% | -0.7% | -2.4% |
| 3M | -6.7% | +18.4% | -25.2% | -15.8% |
| 6M | +41.8% | +8.9% | +32.9% | +31.6% |
| YTD | +57.9% | -8.9% | +66.8% | +57.2% |
| 1Y | +87.6% | -15.9% | +103.5% | +92.3% |
| 3Y | +282.9% | -1.1% | +284.0% | +240.2% |
| 5Y | +330.4% | -35.2% | +365.6% | +372.9% |
| All | +1,817.6% | +147.2% | +1,670.5% | +1,108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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