+282.9%
SMH vs GM
+166.7%
+116.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +0.3% | -2.4% | +2.7% | +1.0% |
| 30D | -2.8% | -1.1% | -1.7% | -2.6% |
| 3M | -6.7% | +6.1% | -12.8% | -8.8% |
| 6M | +41.8% | +15.0% | +26.8% | +35.1% |
| YTD | +57.9% | +6.0% | +51.9% | +53.5% |
| 1Y | +87.6% | +47.1% | +40.5% | +65.5% |
| 3Y | +282.9% | +170.5% | +112.4% | +186.1% |
| All | +282.9% | +166.7% | +116.2% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling