+22,131.9%
TSLA vs SMH
+4,873.7%
+17,258.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.5% | -8.2% |
| 7D | +1.5% | +2.5% | -1.0% | -0.8% |
| 30D | +10.1% | -0.5% | +10.6% | +10.0% |
| 3M | -15.4% | -9.6% | -5.7% | -9.5% |
| 6M | -12.8% | +42.1% | -54.8% | -38.3% |
| YTD | -21.3% | +57.4% | -78.7% | -49.6% |
| 1Y | +4.6% | +96.2% | -91.6% | -45.2% |
| 3Y | +44.5% | +267.9% | -223.4% | -58.1% |
| 5Y | +44.8% | +327.7% | -282.9% | -63.2% |
| 10Y | +2,585.4% | +1,764.6% | +820.8% | +96.0% |
| All | +22,131.9% | +4,873.7% | +17,258.2% | +570.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling