+1,270.6%
SMH vs WMT
+743.2%
+527.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.3% | -0.2% | +4.6% | +4.4% |
| 30D | +0.9% | -5.8% | +6.7% | +3.2% |
| 3M | -2.8% | -10.8% | +7.9% | +1.2% |
| 6M | +45.6% | -14.3% | +60.0% | +53.6% |
| YTD | +59.5% | -4.4% | +63.9% | +58.8% |
| 1Y | +93.4% | +4.3% | +89.1% | +83.0% |
| 3Y | +287.1% | +100.1% | +187.0% | +158.8% |
| 5Y | +338.0% | +130.8% | +207.2% | +167.1% |
| 10Y | +1,876.8% | +433.7% | +1,443.1% | +654.5% |
| All | +1,270.6% | +743.2% | +527.4% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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