+339.4%
SMH vs IR
+46.5%
+292.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.3% |
| 7D | +5.2% | +0.6% | +4.6% | +4.8% |
| 30D | -1.5% | -13.6% | +12.1% | +8.2% |
| 3M | -4.1% | +3.7% | -7.8% | -7.4% |
| 6M | +50.8% | -13.1% | +63.8% | +62.6% |
| YTD | +59.3% | -5.1% | +64.4% | +59.5% |
| 1Y | +94.1% | -6.5% | +100.6% | +95.1% |
| 3Y | +286.7% | +8.5% | +278.2% | +235.7% |
| 5Y | +339.4% | +43.3% | +296.1% | +202.5% |
| All | +339.4% | +46.5% | +292.9% | +202.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling