+1,253.2%
SMH vs INTU
+1,758.8%
-505.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.2% |
| 7D | +2.5% | -7.1% | +9.6% | +5.9% |
| 30D | -0.5% | +1.5% | -1.9% | -1.9% |
| 3M | -9.6% | +10.7% | -20.3% | -16.3% |
| 6M | +42.1% | -23.8% | +65.9% | +49.8% |
| YTD | +57.4% | -49.3% | +106.7% | +99.4% |
| 1Y | +96.2% | -49.7% | +145.9% | +148.5% |
| 3Y | +267.9% | -38.0% | +305.9% | +313.4% |
| 5Y | +327.7% | -38.7% | +366.4% | +372.1% |
| 10Y | +1,764.6% | +221.3% | +1,543.3% | +846.9% |
| All | +1,253.2% | +1,758.8% | -505.6% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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