+96.2%
SMH vs ICE
-7.2%
+103.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.0% |
| 7D | +2.5% | -0.7% | +3.2% | +2.3% |
| 30D | -0.5% | +7.6% | -8.1% | +1.9% |
| 3M | -9.6% | +13.9% | -23.6% | -4.4% |
| 6M | +42.1% | -2.4% | +44.4% | +49.4% |
| YTD | +57.4% | +0.3% | +57.2% | +66.8% |
| 1Y | +96.2% | -6.4% | +102.6% | +105.7% |
| All | +96.2% | -7.2% | +103.4% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling