+66.7%
SMH vs IRE
-82.8%
+149.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.2% | -9.1% | +0.1% |
| 7D | +5.2% | +58.9% | -53.7% | 0.0% |
| 30D | -1.5% | +17.2% | -18.7% | -4.3% |
| 3M | -4.1% | -58.6% | +54.5% | -0.9% |
| 6M | +50.8% | -23.5% | +74.2% | +43.0% |
| YTD | +59.3% | -47.4% | +106.7% | +50.4% |
| All | +66.7% | -82.8% | +149.5% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling