+36.3%
SMH vs GD
+6.6%
+29.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +5.1% |
| 7D | -4.1% | -3.0% | -1.1% | -4.4% |
| 30D | -19.2% | +9.3% | -28.5% | -18.5% |
| 3M | -16.4% | -7.2% | -9.2% | -16.0% |
| 6M | -14.0% | +5.5% | -19.4% | -13.8% |
| YTD | +35.3% | +9.5% | +25.8% | +31.4% |
| All | +36.3% | +6.6% | +29.7% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling