+9,330.1%
AMZN vs SMH
+1,285.9%
+8,044.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.3% |
| 7D | +0.8% | +5.2% | -4.4% | -2.4% |
| 30D | -6.4% | -1.5% | -4.8% | -6.0% |
| 3M | +4.8% | -4.1% | +8.9% | +4.4% |
| 6M | +20.5% | +50.8% | -30.2% | -11.6% |
| YTD | +11.3% | +59.3% | -48.0% | -21.9% |
| 1Y | +9.0% | +94.1% | -85.1% | -33.2% |
| 3Y | +85.9% | +286.7% | -200.8% | -30.9% |
| 5Y | +45.8% | +339.4% | -293.6% | -51.0% |
| 10Y | +555.5% | +1,803.3% | -1,247.8% | -22.3% |
| All | +9,330.1% | +1,285.9% | +8,044.2% | +921.2% |
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