+13,164.2%
GOOG vs SMH
+4,361.1%
+8,803.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.6% | +4.3% | -5.9% | -3.8% |
| 30D | -7.7% | +0.9% | -8.5% | -8.4% |
| 3M | -9.3% | -2.8% | -6.5% | -9.9% |
| 6M | +7.4% | +45.6% | -38.2% | -15.6% |
| YTD | +4.9% | +59.5% | -54.6% | -22.2% |
| 1Y | +37.2% | +93.4% | -56.2% | -8.9% |
| 3Y | +141.6% | +287.1% | -145.5% | +2.6% |
| 5Y | +128.8% | +338.0% | -209.3% | -11.7% |
| 10Y | +772.7% | +1,876.8% | -1,104.1% | +39.5% |
| All | +13,164.2% | +4,361.1% | +8,803.1% | +1,117.4% |
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 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