+286.4%
SMH vs IBM
+71.3%
+215.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +5.2% | +0.3% | +4.9% | +5.2% |
| 30D | -1.5% | -1.5% | -0.1% | -1.3% |
| 3M | -4.1% | -16.8% | +12.7% | -2.2% |
| 6M | +50.8% | -9.0% | +59.8% | +48.7% |
| YTD | +59.3% | -20.1% | +79.4% | +64.2% |
| 1Y | +94.1% | -7.0% | +101.1% | +85.7% |
| All | +286.4% | +71.3% | +215.1% | +184.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling