+1,109.9%
SMH vs ALL
+1,671.9%
-562.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +0.5% | -2.6% | +3.1% | +1.4% |
| 30D | -14.2% | +12.7% | -26.9% | -18.4% |
| 3M | -11.5% | +0.4% | -11.9% | -12.5% |
| 6M | -12.0% | +23.8% | -35.8% | -21.2% |
| YTD | +40.8% | +27.8% | +13.0% | +23.6% |
| 1Y | +44.9% | +28.9% | +16.0% | +26.5% |
| 3Y | +226.7% | +113.9% | +112.9% | +123.4% |
| 5Y | +250.6% | +157.4% | +93.2% | +114.5% |
| 10Y | +1,523.4% | +369.0% | +1,154.4% | +654.0% |
| All | +1,109.9% | +1,671.9% | -562.0% | +229.3% |
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