-26.6%
SMH vs GD
+7.8%
-34.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.3% | +3.7% |
| 7D | -11.2% | -5.0% | -6.2% | -11.0% |
| 30D | -25.8% | +8.9% | -34.7% | -19.7% |
| All | -26.6% | +7.8% | -34.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1mo: compounded portfolio wealth divided by compounded GD 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…
1mo analysis · Full analysis span regression · Available span rolling