-15.6%
SMH vs COMP
+10.0%
-25.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.7% | -7.1% | +2.0% |
| 7D | -11.2% | +13.4% | -24.6% | -12.5% |
| 30D | -25.8% | +11.1% | -36.9% | -26.8% |
| 3M | -18.8% | -18.8% | 0.0% | -16.7% |
| 6M | -15.6% | +10.5% | -26.1% | -19.3% |
| All | -15.6% | +10.0% | -25.6% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling