+95.7%
QQQ vs SMH
+326.9%
-231.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | 0.0% |
| 7D | -0.6% | +0.3% | -0.8% | -0.7% |
| 30D | -1.2% | -2.8% | +1.6% | +0.2% |
| 3M | -0.2% | -6.7% | +6.5% | +2.7% |
| 6M | +17.9% | +41.8% | -23.9% | -5.7% |
| YTD | +16.6% | +57.9% | -41.2% | -12.8% |
| 1Y | +23.0% | +87.6% | -64.7% | -17.4% |
| 3Y | +92.9% | +282.9% | -190.0% | -20.9% |
| All | +95.7% | +326.9% | -231.2% | -28.2% |
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 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