+93.4%
SMH vs B
+55.6%
+37.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +4.3% | +1.0% | +3.3% | +3.9% |
| 30D | +0.9% | +9.5% | -8.6% | -2.6% |
| 3M | -2.8% | +14.3% | -17.2% | -8.1% |
| 6M | +45.6% | -1.9% | +47.5% | +43.0% |
| YTD | +59.5% | +4.1% | +55.4% | +53.8% |
| 1Y | +93.4% | +56.1% | +37.3% | +71.2% |
| All | +93.4% | +55.6% | +37.8% | +71.2% |
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