+307.8%
SPY vs SMH
+1,460.5%
-1,152.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.9% |
| 7D | +2.6% | +4.9% | -2.3% | +0.4% |
| 30D | -2.0% | -13.8% | +11.8% | +3.8% |
| 3M | -2.8% | -17.4% | +14.6% | +4.4% |
| 6M | +2.1% | -15.0% | +17.1% | +6.5% |
| YTD | +11.5% | +35.2% | -23.7% | -6.7% |
| 1Y | +13.5% | +41.6% | -28.1% | -7.3% |
| 3Y | +77.7% | +215.6% | -137.9% | -5.4% |
| 5Y | +72.6% | +233.2% | -160.6% | -13.9% |
| All | +307.8% | +1,460.5% | -1,152.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMH.
Daily Out/Under-Performance
Portfolio return minus SMH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMH 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 SMH 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