+1,817.6%
SMH vs TSEM
+1,313.0%
+504.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.8% |
| 7D | +0.3% | -4.9% | +5.1% | +2.4% |
| 30D | -2.8% | -18.7% | +16.0% | +5.7% |
| 3M | -6.7% | -18.1% | +11.4% | -1.5% |
| 6M | +41.8% | +77.1% | -35.3% | +1.4% |
| YTD | +57.9% | +80.1% | -22.3% | +10.2% |
| 1Y | +87.6% | +220.4% | -132.7% | -1.4% |
| 3Y | +282.9% | +650.1% | -367.1% | +28.4% |
| 5Y | +330.4% | +628.9% | -298.5% | +40.0% |
| All | +1,817.6% | +1,313.0% | +504.6% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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