+87.6%
SMH vs ICE
-7.7%
+95.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.8% |
| 7D | +0.3% | -2.4% | +2.7% | -0.5% |
| 30D | -2.8% | +4.0% | -6.8% | -1.5% |
| 3M | -6.7% | +13.7% | -20.4% | -1.8% |
| 6M | +41.8% | +0.9% | +40.8% | +48.3% |
| YTD | +57.9% | -2.1% | +60.0% | +66.1% |
| 1Y | +87.6% | -9.5% | +97.2% | +86.3% |
| All | +87.6% | -7.7% | +95.4% | +86.3% |
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