+286.8%
SMH vs IR
+5.7%
+281.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.3% |
| 7D | +4.3% | -1.9% | +6.2% | +5.4% |
| 30D | +0.9% | -15.0% | +15.9% | +10.6% |
| 3M | -2.8% | -0.4% | -2.4% | -3.6% |
| 6M | +45.6% | -15.0% | +60.7% | +57.9% |
| YTD | +59.5% | -7.1% | +66.5% | +61.1% |
| 1Y | +93.4% | -7.5% | +101.0% | +95.1% |
| All | +286.8% | +5.7% | +281.1% | +252.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling