+1,390.5%
SMH vs IR
+288.5%
+1,102.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.0% |
| 7D | +2.5% | -2.8% | +5.3% | +4.0% |
| 30D | -0.5% | -15.1% | +14.7% | +7.8% |
| 3M | -9.6% | +6.1% | -15.7% | -12.8% |
| 6M | +42.1% | -16.8% | +58.9% | +54.2% |
| YTD | +57.4% | -3.5% | +61.0% | +57.4% |
| 1Y | +96.2% | -3.5% | +99.7% | +95.4% |
| 3Y | +267.9% | +9.5% | +258.5% | +243.5% |
| 5Y | +327.7% | +45.1% | +282.6% | +249.2% |
| All | +1,390.5% | +288.5% | +1,102.0% | +804.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling