+2,664.3%
TSLA vs SMH
+1,868.1%
+796.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.8% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | +11.6% | -2.8% | +14.4% | +13.9% |
| 3M | -8.4% | -6.7% | -1.7% | -4.5% |
| 6M | -10.4% | +41.8% | -52.2% | -36.6% |
| YTD | -18.7% | +57.9% | -76.6% | -48.4% |
| 1Y | -0.9% | +87.6% | -88.6% | -46.4% |
| 3Y | +33.6% | +282.9% | -249.4% | -63.4% |
| 5Y | +48.9% | +330.4% | -281.5% | -63.3% |
| All | +2,664.3% | +1,868.1% | +796.2% | +135.6% |
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