+5,016.7%
SMH vs GNRC
+2,020.8%
+2,995.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.1% | -1.6% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -2.2% | -15.8% | +13.6% | +3.2% |
| 3M | -1.9% | -24.0% | +22.2% | +7.1% |
| 6M | +41.0% | -13.8% | +54.8% | +47.3% |
| YTD | +55.6% | +33.2% | +22.4% | +41.0% |
| 1Y | +86.8% | -1.8% | +88.6% | +84.5% |
| 3Y | +277.7% | +57.7% | +219.9% | +212.8% |
| 5Y | +324.2% | -59.7% | +383.9% | +389.3% |
| 10Y | +1,828.6% | +430.7% | +1,397.9% | +998.3% |
| All | +5,016.7% | +2,020.8% | +2,995.9% | +1,907.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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