+250.6%
SMH vs Z
-54.5%
+305.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.4% |
| 7D | +0.5% | -13.1% | +13.6% | +4.2% |
| 30D | -14.2% | +5.9% | -20.1% | -16.1% |
| 3M | -11.5% | -13.7% | +2.2% | -9.6% |
| 6M | -12.0% | -27.1% | +15.1% | -6.6% |
| YTD | +40.8% | -56.8% | +97.6% | +71.8% |
| 1Y | +44.9% | -60.2% | +105.1% | +80.8% |
| 3Y | +226.7% | -19.7% | +246.4% | +206.6% |
| 5Y | +250.6% | -53.7% | +304.3% | +253.1% |
| All | +250.6% | -54.5% | +305.1% | +253.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling