+107.2%
SEMI vs SPY
+76.3%
+31.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +1.1% |
| 7D | +2.9% | +0.5% | +2.4% | +2.1% |
| 30D | -0.6% | -0.9% | +0.4% | +0.9% |
| 3M | +1.2% | +3.9% | -2.6% | -4.0% |
| 6M | +30.3% | +14.5% | +15.7% | +7.2% |
| YTD | +26.1% | +12.9% | +13.2% | +6.2% |
| 1Y | +35.9% | +19.4% | +16.5% | +5.6% |
| 3Y | +107.4% | +78.5% | +28.9% | -7.4% |
| All | +107.2% | +76.3% | +31.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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