+1,270.6%
SMH vs ITW
+1,481.4%
-210.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.3% |
| 7D | +4.3% | -1.9% | +6.2% | +5.7% |
| 30D | +0.9% | -10.4% | +11.2% | +8.9% |
| 3M | -2.8% | +3.5% | -6.4% | -5.9% |
| 6M | +45.6% | -3.4% | +49.0% | +47.9% |
| YTD | +59.5% | +8.5% | +51.0% | +48.3% |
| 1Y | +93.4% | +3.2% | +90.2% | +85.2% |
| 3Y | +287.1% | +18.9% | +268.2% | +231.7% |
| 5Y | +338.0% | +35.0% | +303.0% | +243.0% |
| 10Y | +1,876.8% | +188.6% | +1,688.2% | +764.8% |
| All | +1,270.6% | +1,481.4% | -210.8% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling