+86.8%
SMH vs IR
-8.2%
+95.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.2% |
| 7D | +1.4% | -3.1% | +4.5% | +2.5% |
| 30D | -2.2% | -14.0% | +11.8% | +3.4% |
| 3M | -1.9% | +3.7% | -5.6% | -4.0% |
| 6M | +41.0% | -15.4% | +56.4% | +47.1% |
| YTD | +55.6% | -7.7% | +63.2% | +56.6% |
| 1Y | +86.8% | -8.8% | +95.6% | +91.9% |
| All | +86.8% | -8.2% | +95.0% | +91.9% |
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