+96.2%
SMH vs IR
-1.2%
+97.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.1% |
| 7D | +2.5% | -2.8% | +5.3% | +3.6% |
| 30D | -0.5% | -15.1% | +14.7% | +5.7% |
| 3M | -9.6% | +6.1% | -15.7% | -12.3% |
| 6M | +42.1% | -16.8% | +58.9% | +48.5% |
| YTD | +57.4% | -3.5% | +61.0% | +56.1% |
| 1Y | +96.2% | -3.5% | +99.7% | +97.6% |
| All | +96.2% | -1.2% | +97.5% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling