+286.8%
SMH vs ICE
+40.8%
+246.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +4.3% | -0.9% | +5.2% | +4.4% |
| 30D | +0.9% | +4.0% | -3.1% | +0.3% |
| 3M | -2.8% | +11.0% | -13.8% | -3.9% |
| 6M | +45.6% | -5.0% | +50.6% | +50.4% |
| YTD | +59.5% | -2.7% | +62.2% | +62.4% |
| 1Y | +93.4% | -8.6% | +102.1% | +103.1% |
| All | +286.8% | +40.8% | +246.0% | +220.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling