+324.2%
SMH vs ICE
+38.6%
+285.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +1.4% | -5.3% | +6.7% | +3.6% |
| 30D | -2.2% | +3.0% | -5.2% | -3.7% |
| 3M | -1.9% | +11.4% | -13.3% | -7.3% |
| 6M | +41.0% | -2.0% | +43.1% | +41.7% |
| YTD | +55.6% | -3.1% | +58.7% | +55.7% |
| 1Y | +86.8% | -8.4% | +95.2% | +92.9% |
| 3Y | +277.7% | +40.7% | +236.9% | +183.6% |
| 5Y | +324.2% | +40.0% | +284.2% | +205.7% |
| All | +324.2% | +38.6% | +285.6% | +205.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling