+96.2%
SMH vs GEV
+62.5%
+33.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | +3.3% | -0.8% | +1.0% |
| 30D | -0.5% | -7.5% | +7.0% | +3.0% |
| 3M | -9.6% | -2.2% | -7.5% | -8.6% |
| 6M | +42.1% | +12.1% | +30.0% | +36.1% |
| YTD | +57.4% | +44.4% | +13.1% | +39.4% |
| 1Y | +96.2% | +57.7% | +38.6% | +69.2% |
| All | +96.2% | +62.5% | +33.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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