+87.6%
SMH vs ITOT
+17.8%
+69.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | -0.5% |
| 7D | +0.3% | -0.9% | +1.2% | +2.4% |
| 30D | -2.8% | -1.5% | -1.3% | +0.6% |
| 3M | -6.7% | +3.6% | -10.3% | -13.3% |
| 6M | +41.8% | +13.7% | +28.1% | +10.4% |
| YTD | +57.9% | +12.9% | +44.9% | +25.1% |
| 1Y | +87.6% | +17.2% | +70.5% | +37.8% |
| All | +87.6% | +17.8% | +69.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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