+41.6%
SMH vs IBM
-18.7%
+60.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.0% |
| 7D | +4.9% | +1.6% | +3.3% | +4.9% |
| 30D | -13.8% | +9.2% | -23.0% | -13.6% |
| 3M | -17.4% | +4.9% | -22.3% | -17.2% |
| 6M | -15.0% | +16.8% | -31.7% | -16.0% |
| YTD | +35.2% | -14.3% | +49.4% | +40.0% |
| 1Y | +41.6% | -16.7% | +58.3% | +48.3% |
| All | +41.6% | -18.7% | +60.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling