+3.6%
GOOG vs SMH
+41.3%
-37.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +6.0% | +3.9% |
| 7D | -10.7% | -11.2% | +0.4% | -8.4% |
| 30D | -16.4% | -20.4% | +4.0% | -12.3% |
| 3M | -23.4% | -12.4% | -11.0% | -21.3% |
| 6M | -24.2% | -0.5% | -23.7% | -28.0% |
| YTD | -8.3% | +40.0% | -48.3% | -25.8% |
| 1Y | +3.6% | +43.4% | -39.8% | -17.7% |
| All | +3.6% | +41.3% | -37.7% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling