+278.1%
SMH vs COMP
-52.0%
+330.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.7% | -7.1% | +2.0% |
| 7D | -11.2% | +13.4% | -24.6% | -12.9% |
| 30D | -25.8% | +11.1% | -36.9% | -27.2% |
| 3M | -18.8% | -18.8% | 0.0% | -16.7% |
| 6M | -15.6% | +10.5% | -26.1% | -18.0% |
| YTD | +28.8% | -3.4% | +32.2% | +26.1% |
| 1Y | +32.6% | +19.7% | +12.9% | +25.4% |
| 3Y | +213.6% | +381.6% | -168.0% | +124.2% |
| 5Y | +222.4% | -17.6% | +240.0% | +175.1% |
| All | +278.1% | -52.0% | +330.0% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling