+45.6%
SMH vs GEV
+21.7%
+24.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.3% |
| 7D | +4.3% | +3.2% | +1.2% | +2.5% |
| 30D | +0.9% | -4.0% | +4.9% | +3.0% |
| 3M | -2.8% | +3.4% | -6.2% | -4.7% |
| 6M | +45.6% | +14.7% | +30.9% | +29.3% |
| All | +45.6% | +21.7% | +24.0% | +29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling