+96.2%
SMH vs IWM
+27.7%
+68.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -0.5% | -1.3% | +0.8% | +1.4% |
| 3M | -9.6% | +1.6% | -11.3% | -10.7% |
| 6M | +42.1% | +13.6% | +28.5% | +22.9% |
| YTD | +57.4% | +20.8% | +36.7% | +27.5% |
| 1Y | +96.2% | +26.4% | +69.8% | +53.3% |
| All | +96.2% | +27.7% | +68.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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