+228.7%
SMH vs COMP
+426.2%
-197.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +4.5% |
| 7D | +0.5% | +2.2% | -1.7% | +0.3% |
| 30D | -14.2% | +16.3% | -30.5% | -16.0% |
| 3M | -11.5% | -19.1% | +7.6% | -9.5% |
| 6M | -12.0% | +17.1% | -29.2% | -14.8% |
| YTD | +40.8% | -2.9% | +43.7% | +37.5% |
| 1Y | +44.9% | +8.8% | +36.1% | +39.6% |
| All | +228.7% | +426.2% | -197.4% | +170.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling