+35.2%
SMH vs IRE
-98.1%
+133.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.8% | +15.0% | +1.1% |
| 7D | -6.7% | -41.9% | +35.2% | -2.2% |
| 30D | -19.8% | -75.1% | +55.2% | -9.0% |
| 3M | -15.1% | -82.4% | +67.3% | -1.5% |
| 6M | -14.6% | -95.5% | +80.9% | +7.2% |
| YTD | +34.3% | -93.1% | +127.3% | +53.0% |
| 1Y | +35.2% | -97.8% | +133.0% | +61.1% |
| All | +35.2% | -98.1% | +133.4% | +61.1% |
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