+43.4%
SMH vs GM
+37.1%
+6.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.4% | -3.9% |
| 7D | -11.2% | +12.1% | -23.2% | -14.0% |
| 30D | -20.4% | +15.2% | -35.7% | -23.8% |
| 3M | -12.4% | +4.9% | -17.3% | -13.7% |
| 6M | -0.5% | +22.6% | -23.1% | -8.6% |
| YTD | +40.0% | +14.4% | +25.6% | +28.8% |
| 1Y | +43.4% | +39.4% | +4.0% | +21.6% |
| All | +43.4% | +37.1% | +6.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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