+1,097.4%
SMH vs TXT
+253.6%
+843.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | +12.1% | -1.1% | +13.1% | +12.5% |
| 30D | -14.7% | +13.3% | -27.9% | -19.0% |
| 3M | -14.2% | -5.1% | -9.1% | -13.0% |
| 6M | -10.6% | -7.1% | -3.5% | -8.8% |
| YTD | +39.3% | -3.2% | +42.5% | +39.2% |
| 1Y | +41.6% | +2.3% | +39.2% | +38.4% |
| 3Y | +223.4% | +11.1% | +212.3% | +203.8% |
| 5Y | +243.5% | +10.0% | +233.5% | +225.2% |
| 10Y | +1,506.6% | +91.1% | +1,415.6% | +1,059.8% |
| All | +1,097.4% | +253.6% | +843.8% | +305.0% |
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 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