+1,061.7%
SMH vs IBM
+372.0%
+689.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.6% |
| 7D | +4.9% | +1.6% | +3.3% | +3.9% |
| 30D | -13.8% | +9.2% | -23.0% | -18.5% |
| 3M | -17.4% | +4.9% | -22.3% | -20.5% |
| 6M | -15.0% | +16.8% | -31.7% | -30.9% |
| YTD | +35.2% | -14.3% | +49.4% | +31.6% |
| 1Y | +41.6% | -16.7% | +58.3% | +40.6% |
| 3Y | +215.6% | +82.2% | +133.4% | +67.8% |
| 5Y | +233.2% | +149.9% | +83.3% | +37.7% |
| 10Y | +1,458.7% | +142.6% | +1,316.1% | +509.0% |
| All | +1,061.7% | +372.0% | +689.6% | +127.3% |
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 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