+338.0%
SMH vs Z
-65.8%
+403.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +4.3% | -7.1% | +11.4% | +6.1% |
| 30D | +0.9% | -4.8% | +5.6% | +1.6% |
| 3M | -2.8% | -9.3% | +6.5% | -1.8% |
| 6M | +45.6% | -29.0% | +74.6% | +56.2% |
| YTD | +59.5% | -52.9% | +112.4% | +89.6% |
| 1Y | +93.4% | -63.1% | +156.6% | +144.6% |
| 3Y | +287.1% | -36.9% | +324.0% | +302.0% |
| 5Y | +338.0% | -65.5% | +403.5% | +331.9% |
| All | +338.0% | -65.8% | +403.8% | +331.9% |
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