+243.5%
SMH vs COMP
-12.0%
+255.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | +12.1% | +8.9% | +3.2% | +10.5% |
| 30D | -14.7% | +14.0% | -28.7% | -16.6% |
| 3M | -14.2% | -21.1% | +6.9% | -11.5% |
| 6M | -10.6% | +20.1% | -30.7% | -14.3% |
| YTD | +39.3% | -5.0% | +44.3% | +36.6% |
| 1Y | +41.6% | +5.7% | +35.9% | +36.4% |
| 3Y | +223.4% | +412.2% | -188.9% | +126.4% |
| 5Y | +243.5% | -12.1% | +255.6% | +207.7% |
| All | +243.5% | -12.0% | +255.5% | +207.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling