+1,475.7%
SMH vs Z
-16.5%
+1,492.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.9% |
| 7D | +4.9% | +0.8% | +4.1% | +4.6% |
| 30D | -13.8% | +5.2% | -19.0% | -15.6% |
| 3M | -17.4% | -17.0% | -0.3% | -14.7% |
| 6M | -15.0% | -22.7% | +7.7% | -11.6% |
| YTD | +35.2% | -56.3% | +91.5% | +61.7% |
| 1Y | +41.6% | -57.7% | +99.3% | +70.4% |
| 3Y | +215.6% | -16.5% | +232.2% | +200.8% |
| 5Y | +233.2% | -53.4% | +286.6% | +251.9% |
| All | +1,475.7% | -16.5% | +1,492.1% | +1,148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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