+1,253.2%
SMH vs ALL
+1,654.3%
-401.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +3.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -0.5% | -1.5% | +1.0% | -0.2% |
| 3M | -9.6% | +23.6% | -33.3% | -18.2% |
| 6M | +42.1% | +22.3% | +19.7% | +28.6% |
| YTD | +57.4% | +26.5% | +30.9% | +39.8% |
| 1Y | +96.2% | +27.0% | +69.2% | +73.1% |
| 3Y | +267.9% | +149.6% | +118.3% | +136.6% |
| 5Y | +327.7% | +118.1% | +209.6% | +182.5% |
| 10Y | +1,764.6% | +369.0% | +1,395.7% | +772.5% |
| All | +1,253.2% | +1,654.3% | -401.0% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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