+96.2%
SMH vs B
+70.0%
+26.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.4% |
| 7D | +2.5% | -1.6% | +4.1% | +3.0% |
| 30D | -0.5% | +9.4% | -9.9% | -3.9% |
| 3M | -9.6% | +5.0% | -14.6% | -11.9% |
| 6M | +42.1% | -3.5% | +45.6% | +40.1% |
| YTD | +57.4% | +4.5% | +53.0% | +51.7% |
| 1Y | +96.2% | +67.8% | +28.4% | +73.6% |
| All | +96.2% | +70.0% | +26.3% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling