+40.7%
SMH vs IDXX
-3.6%
+44.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.7% | -2.7% |
| 7D | -11.2% | +24.1% | -35.3% | -10.7% |
| 30D | -20.4% | +32.5% | -53.0% | -20.4% |
| 3M | -12.4% | +18.8% | -31.2% | -11.3% |
| 6M | -0.5% | +24.0% | -24.5% | +0.2% |
| YTD | +40.0% | +3.3% | +36.8% | +49.7% |
| All | +40.7% | -3.6% | +44.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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