+43.4%
SMH vs IRE
-97.6%
+140.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.2% | +20.5% | -0.1% |
| 7D | -11.2% | -46.8% | +35.7% | -5.5% |
| 30D | -20.4% | -75.5% | +55.1% | -9.0% |
| 3M | -12.4% | -79.4% | +67.0% | +0.4% |
| 6M | -0.5% | -91.3% | +90.8% | +17.6% |
| YTD | +40.0% | -90.8% | +130.8% | +56.2% |
| 1Y | +43.4% | -97.7% | +141.1% | +70.3% |
| All | +43.4% | -97.6% | +140.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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