+1,253.2%
SMH vs IBM
+345.6%
+907.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.7% |
| 30D | -0.5% | +0.3% | -0.7% | -0.8% |
| 3M | -9.6% | -21.6% | +12.0% | -0.5% |
| 6M | +42.1% | -4.7% | +46.8% | +31.5% |
| YTD | +57.4% | -19.1% | +76.5% | +60.1% |
| 1Y | +96.2% | -2.5% | +98.7% | +72.5% |
| 3Y | +267.9% | +74.2% | +193.8% | +102.0% |
| 5Y | +327.7% | +113.1% | +214.5% | +97.5% |
| 10Y | +1,764.6% | +133.5% | +1,631.1% | +647.1% |
| All | +1,253.2% | +345.6% | +907.7% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling