+1,253.2%
SMH vs GS
+1,641.2%
-388.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | +0.9% | +1.6% | +2.0% |
| 30D | -0.5% | -1.6% | +1.1% | +0.3% |
| 3M | -9.6% | -4.5% | -5.2% | -7.3% |
| 6M | +42.1% | +20.9% | +21.2% | +28.5% |
| YTD | +57.4% | +19.9% | +37.6% | +42.6% |
| 1Y | +96.2% | +41.4% | +54.8% | +62.6% |
| 3Y | +267.9% | +239.2% | +28.8% | +91.1% |
| 5Y | +327.7% | +185.0% | +142.6% | +142.5% |
| 10Y | +1,764.6% | +655.0% | +1,109.7% | +508.4% |
| All | +1,253.2% | +1,641.2% | -388.0% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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