+2,136.8%
SMH vs TRU
+226.0%
+1,910.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +4.3% | -6.5% | +10.8% | +7.1% |
| 30D | +0.9% | -2.5% | +3.4% | +1.5% |
| 3M | -2.8% | +10.4% | -13.2% | -9.4% |
| 6M | +45.6% | +1.6% | +44.0% | +39.6% |
| YTD | +59.5% | -9.7% | +69.2% | +59.4% |
| 1Y | +93.4% | -17.3% | +110.7% | +99.4% |
| 3Y | +287.1% | -1.8% | +288.9% | +246.2% |
| 5Y | +338.0% | -36.2% | +374.3% | +380.5% |
| 10Y | +1,876.8% | +143.2% | +1,733.6% | +1,104.9% |
| All | +2,136.8% | +226.0% | +1,910.8% | +1,158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling