+311.2%
SPY vs SMH
+1,839.5%
-1,528.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.6% |
| 30D | -1.7% | -2.2% | +0.6% | -0.9% |
| 3M | +4.7% | -1.9% | +6.6% | +4.1% |
| 6M | +12.5% | +41.0% | -28.5% | -6.1% |
| YTD | +11.7% | +55.6% | -43.9% | -11.2% |
| 1Y | +17.5% | +86.8% | -69.3% | -14.6% |
| 3Y | +76.6% | +277.7% | -201.1% | -12.4% |
| 5Y | +82.0% | +324.2% | -242.1% | -18.1% |
| All | +311.2% | +1,839.5% | -1,528.3% | -11.1% |
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