+157.3%
SMH vs GEV
+730.5%
-573.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | +4.3% | +3.2% | +1.2% | +2.9% |
| 30D | +0.9% | -4.0% | +4.9% | +2.6% |
| 3M | -2.8% | +3.4% | -6.2% | -4.4% |
| 6M | +45.6% | +14.7% | +30.9% | +36.4% |
| YTD | +59.5% | +45.8% | +13.7% | +34.7% |
| 1Y | +93.4% | +57.4% | +36.1% | +55.8% |
| All | +157.3% | +730.5% | -573.2% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling