+34.8%
SMH vs IRE
-97.2%
+132.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +39.6% | -36.0% | -1.0% |
| 7D | -11.2% | -27.2% | +16.0% | -9.6% |
| 30D | -25.8% | -75.1% | +49.4% | -16.2% |
| 3M | -18.8% | -77.9% | +59.0% | -8.7% |
| 6M | -15.6% | -94.6% | +79.0% | +2.8% |
| YTD | +28.8% | -91.5% | +120.4% | +43.2% |
| 1Y | +32.6% | -97.8% | +130.4% | +57.3% |
| All | +34.8% | -97.2% | +132.0% | +55.2% |
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