+154.7%
SMH vs GEV
+735.9%
-581.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | -0.1% |
| 7D | +0.3% | +1.6% | -1.4% | -0.5% |
| 30D | -2.8% | -7.9% | +5.2% | +0.7% |
| 3M | -6.7% | +5.6% | -12.3% | -9.1% |
| 6M | +41.8% | +13.1% | +28.7% | +33.5% |
| YTD | +57.9% | +46.7% | +11.1% | +33.0% |
| 1Y | +87.6% | +51.3% | +36.3% | +53.9% |
| All | +154.7% | +735.9% | -581.2% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling