+1,269.2%
SMH vs HIG
+288.1%
+981.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.6% |
| 7D | +5.2% | -1.1% | +6.3% | +5.4% |
| 30D | -1.5% | -4.9% | +3.4% | -0.6% |
| 3M | -4.1% | +6.8% | -10.9% | -5.7% |
| 6M | +50.8% | -1.7% | +52.4% | +50.2% |
| YTD | +59.3% | -0.2% | +59.5% | +58.2% |
| 1Y | +94.1% | +5.7% | +88.4% | +90.1% |
| 3Y | +286.7% | +100.3% | +186.4% | +231.1% |
| 5Y | +339.4% | +118.5% | +220.9% | +269.7% |
| 10Y | +1,803.3% | +309.7% | +1,493.5% | +1,279.6% |
| All | +1,269.2% | +288.1% | +981.1% | +687.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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