+1,817.6%
SMH vs TTWO
+406.5%
+1,411.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -2.8% | -11.3% | +8.5% | +1.5% |
| 3M | -6.7% | +1.6% | -8.3% | -8.4% |
| 6M | +41.8% | +2.1% | +39.7% | +38.0% |
| YTD | +57.9% | -15.8% | +73.7% | +65.3% |
| 1Y | +87.6% | -12.6% | +100.2% | +92.9% |
| 3Y | +282.9% | +48.2% | +234.7% | +211.5% |
| 5Y | +330.4% | +40.0% | +290.4% | +245.4% |
| All | +1,817.6% | +406.5% | +1,411.1% | +917.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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