+338.0%
SMH vs TXT
+13.4%
+324.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | +4.3% | +0.8% | +3.5% | +3.8% |
| 30D | +0.9% | -10.4% | +11.3% | +7.9% |
| 3M | -2.8% | -14.3% | +11.5% | +6.5% |
| 6M | +45.6% | -15.1% | +60.7% | +60.0% |
| YTD | +59.5% | -8.3% | +67.8% | +64.9% |
| 1Y | +93.4% | -0.7% | +94.1% | +88.7% |
| 3Y | +287.1% | +6.0% | +281.1% | +242.7% |
| 5Y | +338.0% | +12.5% | +325.5% | +263.3% |
| All | +338.0% | +13.4% | +324.7% | +263.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling