+43.4%
SMH vs COMP
+23.8%
+19.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.5% | -3.9% |
| 7D | -11.2% | +9.5% | -20.7% | -12.4% |
| 30D | -20.4% | +8.1% | -28.5% | -21.6% |
| 3M | -12.4% | -16.3% | +3.9% | -10.2% |
| 6M | -0.5% | +42.2% | -42.7% | -8.9% |
| YTD | +40.0% | -5.0% | +45.0% | +32.8% |
| 1Y | +43.4% | +20.1% | +23.3% | +29.4% |
| All | +43.4% | +23.8% | +19.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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