+3,807.0%
SMH vs INDA
+109.8%
+3,697.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +4.3% | -2.6% | +6.9% | +6.1% |
| 30D | +0.9% | -2.9% | +3.8% | +2.8% |
| 3M | -2.8% | +2.4% | -5.2% | -4.2% |
| 6M | +45.6% | -2.6% | +48.2% | +48.5% |
| YTD | +59.5% | -10.0% | +69.4% | +70.8% |
| 1Y | +93.4% | -7.7% | +101.1% | +103.7% |
| 3Y | +287.1% | +8.9% | +278.2% | +269.7% |
| 5Y | +338.0% | +6.0% | +332.1% | +329.5% |
| 10Y | +1,876.8% | +84.4% | +1,792.4% | +1,326.8% |
| All | +3,807.0% | +109.8% | +3,697.2% | +2,548.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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