+1,054.2%
SMH vs INTU
+1,811.0%
-756.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.1% |
| 7D | -6.7% | -1.2% | -5.5% | -6.4% |
| 30D | -19.8% | +12.4% | -32.3% | -24.9% |
| 3M | -15.1% | +2.3% | -17.3% | -18.1% |
| 6M | -14.6% | -13.3% | -1.3% | -15.3% |
| YTD | +34.3% | -47.9% | +82.2% | +64.9% |
| 1Y | +35.2% | -47.2% | +82.4% | +64.5% |
| 3Y | +211.7% | -33.9% | +245.6% | +233.2% |
| 5Y | +240.5% | -41.3% | +281.8% | +277.4% |
| 10Y | +1,487.3% | +237.9% | +1,249.5% | +673.3% |
| All | +1,054.2% | +1,811.0% | -756.7% | +123.6% |
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