+87.6%
SMH vs IT
-23.2%
+110.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +2.1% |
| 7D | +0.3% | -3.7% | +3.9% | -0.1% |
| 30D | -2.8% | +0.1% | -2.9% | -2.7% |
| 3M | -6.7% | +20.7% | -27.4% | -2.8% |
| 6M | +41.8% | +12.0% | +29.8% | +47.9% |
| YTD | +57.9% | -28.8% | +86.7% | +70.0% |
| 1Y | +87.6% | -25.5% | +113.2% | +102.1% |
| All | +87.6% | -23.2% | +110.8% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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