+43.4%
SMH vs ITW
+24.0%
+19.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.1% |
| 7D | -11.2% | +6.3% | -17.5% | -12.2% |
| 30D | -20.4% | +11.1% | -31.5% | -22.2% |
| 3M | -12.4% | +0.1% | -12.5% | -11.9% |
| 6M | -0.5% | +18.1% | -18.6% | -6.2% |
| YTD | +40.0% | +21.4% | +18.6% | +34.2% |
| 1Y | +43.4% | +22.9% | +20.5% | +38.0% |
| All | +43.4% | +24.0% | +19.3% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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