+338.0%
SMH vs IBM
+120.5%
+217.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.8% |
| 7D | +4.3% | +3.6% | +0.8% | +3.4% |
| 30D | +0.9% | +1.5% | -0.7% | +0.4% |
| 3M | -2.8% | -12.9% | +10.1% | -1.5% |
| 6M | +45.6% | -3.9% | +49.5% | +40.4% |
| YTD | +59.5% | -17.3% | +76.8% | +62.8% |
| 1Y | +93.4% | -5.0% | +98.4% | +83.0% |
| 3Y | +287.1% | +78.2% | +208.9% | +155.1% |
| 5Y | +338.0% | +120.6% | +217.4% | +155.4% |
| All | +338.0% | +120.5% | +217.6% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling