+41.8%
SMH vs IDXX
-15.7%
+57.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +0.3% | -5.7% | +6.0% | -0.1% |
| 30D | -2.8% | -11.5% | +8.8% | -3.3% |
| 3M | -6.7% | -9.5% | +2.8% | -7.0% |
| 6M | +41.8% | -16.0% | +57.7% | +48.9% |
| All | +41.8% | -15.7% | +57.4% | +48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling