+1,253.2%
SMH vs A
+212.9%
+1,040.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | +2.5% | -1.9% | +4.5% | +3.6% |
| 30D | -0.5% | +6.9% | -7.4% | -4.2% |
| 3M | -9.6% | +9.2% | -18.9% | -14.4% |
| 6M | +42.1% | +25.7% | +16.4% | +22.7% |
| YTD | +57.4% | +11.5% | +45.9% | +44.8% |
| 1Y | +96.2% | +18.4% | +77.9% | +73.7% |
| 3Y | +267.9% | +26.6% | +241.3% | +205.5% |
| 5Y | +327.7% | -12.8% | +340.5% | +332.3% |
| 10Y | +1,764.6% | +247.2% | +1,517.5% | +786.5% |
| All | +1,253.2% | +212.9% | +1,040.3% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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