+64.7%
SMH vs IRE
-84.4%
+149.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | +1.1% |
| 7D | +2.5% | +54.8% | -52.3% | -2.3% |
| 30D | -0.5% | +18.4% | -18.9% | -3.4% |
| 3M | -9.6% | -66.7% | +57.1% | -4.8% |
| 6M | +42.1% | -52.3% | +94.4% | +39.6% |
| YTD | +57.4% | -52.3% | +109.8% | +50.2% |
| All | +64.7% | -84.4% | +149.2% | +62.9% |
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