-37.4%
SMHB vs SPY
+205.4%
-242.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | +0.2% |
| 7D | -6.7% | -2.0% | -4.7% | -2.8% |
| 30D | -3.7% | -1.7% | -2.0% | -0.4% |
| 3M | +2.7% | +4.7% | -2.0% | -7.4% |
| 6M | +9.2% | +12.5% | -3.3% | -15.5% |
| YTD | +13.7% | +11.7% | +1.9% | -10.9% |
| 1Y | -0.9% | +17.5% | -18.4% | -30.0% |
| 3Y | +1.1% | +76.6% | -75.4% | -69.7% |
| 5Y | -17.5% | +82.0% | -99.6% | -75.6% |
| All | -37.4% | +205.4% | -242.8% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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