+1,253.2%
SMH vs TXT
+231.5%
+1,021.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +2.5% | -4.8% | +7.3% | +4.4% |
| 30D | -0.5% | -10.6% | +10.1% | +3.8% |
| 3M | -9.6% | -13.2% | +3.5% | -4.8% |
| 6M | +42.1% | -20.3% | +62.4% | +54.6% |
| YTD | +57.4% | -9.3% | +66.7% | +62.2% |
| 1Y | +96.2% | -2.7% | +98.9% | +96.4% |
| 3Y | +267.9% | +1.4% | +266.5% | +259.5% |
| 5Y | +327.7% | +9.6% | +318.1% | +307.7% |
| 10Y | +1,764.6% | +94.9% | +1,669.7% | +1,244.4% |
| All | +1,253.2% | +231.5% | +1,021.7% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling