+233.7%
SMH vs IBM
+148.7%
+84.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | +4.9% | +1.6% | +3.3% | +4.5% |
| 30D | -13.8% | +9.2% | -23.0% | -15.7% |
| 3M | -17.4% | +4.9% | -22.3% | -18.5% |
| 6M | -15.0% | +16.8% | -31.7% | -23.9% |
| YTD | +35.2% | -14.3% | +49.4% | +36.7% |
| 1Y | +41.6% | -16.7% | +58.3% | +45.3% |
| 3Y | +215.6% | +82.2% | +133.4% | +98.0% |
| All | +233.7% | +148.7% | +84.9% | +73.8% |
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