+1,789.8%
SMH vs TXT
+103.1%
+1,686.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.0% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -2.2% | -10.2% | +8.0% | +2.9% |
| 3M | -1.9% | -13.3% | +11.4% | +4.7% |
| 6M | +41.0% | -14.4% | +55.4% | +51.2% |
| YTD | +55.6% | -9.1% | +64.7% | +61.0% |
| 1Y | +86.8% | -2.2% | +89.0% | +86.1% |
| 3Y | +277.7% | +5.1% | +272.6% | +257.1% |
| 5Y | +324.2% | +12.8% | +311.3% | +287.9% |
| All | +1,789.8% | +103.1% | +1,686.7% | +1,285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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