+286.8%
SMH vs IT
-52.2%
+339.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +4.3% | -9.1% | +13.5% | +5.2% |
| 30D | +0.9% | -12.2% | +13.0% | +2.0% |
| 3M | -2.8% | +7.8% | -10.6% | -3.9% |
| 6M | +45.6% | +2.0% | +43.6% | +44.6% |
| YTD | +59.5% | -32.7% | +92.2% | +77.8% |
| 1Y | +93.4% | -31.1% | +124.5% | +112.3% |
| All | +286.8% | -52.2% | +339.0% | +430.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling