+1,256.8%
SMH vs IDXX
+7,895.2%
-6,638.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +0.3% | -5.7% | +6.0% | +2.8% |
| 30D | -2.8% | -11.5% | +8.8% | +2.1% |
| 3M | -6.7% | -9.5% | +2.8% | -3.8% |
| 6M | +41.8% | -16.0% | +57.7% | +50.3% |
| YTD | +57.9% | -25.4% | +83.3% | +75.7% |
| 1Y | +87.6% | -21.8% | +109.4% | +102.9% |
| 3Y | +282.9% | +7.0% | +275.9% | +246.4% |
| 5Y | +330.4% | -26.0% | +356.4% | +348.0% |
| 10Y | +1,857.0% | +358.9% | +1,498.0% | +857.1% |
| All | +1,256.8% | +7,895.2% | -6,638.4% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling