-18.8%
SMH vs GD
-8.2%
-10.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.3% | +3.4% |
| 7D | -11.2% | -5.0% | -6.2% | -12.9% |
| 30D | -25.8% | +8.9% | -34.7% | -20.0% |
| 3M | -18.8% | -8.0% | -10.8% | -20.0% |
| All | -18.8% | -8.2% | -10.6% | -20.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling