+1,817.6%
SMH vs VRSK
+126.1%
+1,691.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -5.2% | +5.4% | +2.3% |
| 30D | -2.8% | -2.3% | -0.5% | -2.3% |
| 3M | -6.7% | -2.9% | -3.8% | -7.9% |
| 6M | +41.8% | -12.8% | +54.6% | +45.6% |
| YTD | +57.9% | -20.8% | +78.7% | +68.9% |
| 1Y | +87.6% | -33.2% | +120.9% | +118.5% |
| 3Y | +282.9% | -26.6% | +309.5% | +300.2% |
| 5Y | +330.4% | -11.3% | +341.7% | +287.7% |
| All | +1,817.6% | +126.1% | +1,691.5% | +891.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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