+321.0%
SMH vs TRV
+157.5%
+163.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.5% |
| 7D | +1.4% | -1.5% | +2.9% | +1.5% |
| 30D | -2.2% | -1.8% | -0.4% | -2.1% |
| 3M | -1.9% | +21.6% | -23.4% | -4.6% |
| 6M | +41.0% | +22.5% | +18.6% | +36.6% |
| YTD | +55.6% | +28.1% | +27.4% | +49.3% |
| 1Y | +86.8% | +37.0% | +49.8% | +76.3% |
| 3Y | +277.7% | +141.9% | +135.8% | +200.7% |
| All | +321.0% | +157.5% | +163.5% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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