+285.0%
TSM vs SMH
+339.6%
-54.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +4.8% | +4.3% | +0.5% | +1.0% |
| 30D | +4.0% | +0.9% | +3.2% | +3.2% |
| 3M | +2.0% | -2.8% | +4.8% | +4.0% |
| 6M | +25.5% | +45.6% | -20.1% | -11.0% |
| YTD | +44.0% | +59.5% | -15.5% | -5.7% |
| 1Y | +75.4% | +93.4% | -18.0% | -2.8% |
| 3Y | +406.7% | +287.1% | +119.7% | +59.0% |
| 5Y | +285.0% | +338.0% | -53.1% | +5.4% |
| All | +285.0% | +339.6% | -54.6% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling