+41.6%
SMH vs IR
+10.2%
+31.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +4.9% | +2.5% | +2.4% | +3.9% |
| 30D | -13.8% | +9.2% | -23.0% | -16.5% |
| 3M | -17.4% | +0.9% | -18.3% | -17.7% |
| 6M | -15.0% | +19.2% | -34.2% | -20.9% |
| YTD | +35.2% | +7.5% | +27.7% | +29.4% |
| 1Y | +41.6% | +11.7% | +29.9% | +35.0% |
| All | +41.6% | +10.2% | +31.4% | +35.0% |
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