+1,270.6%
SMH vs TRV
+1,683.1%
-412.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | +0.9% | -2.3% | +3.2% | +1.8% |
| 3M | -2.8% | +22.7% | -25.5% | -12.3% |
| 6M | +45.6% | +21.9% | +23.7% | +31.1% |
| YTD | +59.5% | +27.5% | +32.0% | +40.2% |
| 1Y | +93.4% | +36.2% | +57.2% | +64.3% |
| 3Y | +287.1% | +140.6% | +146.5% | +144.3% |
| 5Y | +338.0% | +154.5% | +183.5% | +163.9% |
| 10Y | +1,876.8% | +295.4% | +1,581.4% | +818.7% |
| All | +1,270.6% | +1,683.1% | -412.5% | +197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling