+286.7%
SMH vs TXT
+5.7%
+281.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | -1.5% | -11.1% | +9.5% | +4.2% |
| 3M | -4.1% | -13.0% | +8.9% | +2.2% |
| 6M | +50.8% | -16.2% | +67.0% | +63.3% |
| YTD | +59.3% | -8.7% | +68.0% | +63.9% |
| 1Y | +94.1% | -3.8% | +97.9% | +93.6% |
| 3Y | +286.7% | +5.5% | +281.2% | +255.6% |
| All | +286.7% | +5.7% | +281.0% | +255.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling