+3,658.8%
SMH vs ICE
+2,279.0%
+1,379.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.9% |
| 7D | +5.2% | -1.2% | +6.4% | +5.5% |
| 30D | -1.5% | +5.0% | -6.5% | -3.2% |
| 3M | -4.1% | +13.9% | -18.0% | -8.7% |
| 6M | +50.8% | -4.4% | +55.2% | +51.2% |
| YTD | +59.3% | -1.9% | +61.2% | +57.8% |
| 1Y | +94.1% | -8.1% | +102.2% | +95.8% |
| 3Y | +286.7% | +42.5% | +244.2% | +237.3% |
| 5Y | +339.4% | +40.6% | +298.8% | +285.3% |
| 10Y | +1,803.3% | +217.1% | +1,586.2% | +1,218.3% |
| All | +3,658.8% | +2,279.0% | +1,379.8% | +1,454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling