+4,327.5%
SMH vs GM
+223.0%
+4,104.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.0% |
| 7D | +4.3% | -1.1% | +5.4% | +4.7% |
| 30D | +0.9% | -4.6% | +5.4% | +2.6% |
| 3M | -2.8% | +0.2% | -3.0% | -3.3% |
| 6M | +45.6% | +12.6% | +33.0% | +38.0% |
| YTD | +59.5% | +3.7% | +55.8% | +55.5% |
| 1Y | +93.4% | +45.6% | +47.8% | +62.8% |
| 3Y | +287.1% | +162.0% | +125.1% | +145.5% |
| 5Y | +338.0% | +80.5% | +257.6% | +216.2% |
| 10Y | +1,876.8% | +231.3% | +1,645.5% | +914.4% |
| All | +4,327.5% | +223.0% | +4,104.4% | +2,058.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling