+1,253.2%
SMH vs IT
+1,249.6%
+3.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +4.3% |
| 7D | +2.5% | -6.0% | +8.5% | +4.8% |
| 30D | -0.5% | 0.0% | -0.5% | -1.1% |
| 3M | -9.6% | +13.1% | -22.7% | -17.3% |
| 6M | +42.1% | +11.7% | +30.4% | +28.0% |
| YTD | +57.4% | -26.1% | +83.6% | +64.6% |
| 1Y | +96.2% | -21.3% | +117.5% | +97.8% |
| 3Y | +267.9% | -46.7% | +314.7% | +324.2% |
| 5Y | +327.7% | -40.5% | +368.2% | +371.7% |
| 10Y | +1,764.6% | +103.9% | +1,660.7% | +1,095.8% |
| All | +1,253.2% | +1,249.6% | +3.6% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling