+86.8%
SMH vs IWM
+22.5%
+64.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.0% |
| 7D | +1.4% | -2.5% | +3.9% | +5.2% |
| 30D | -2.2% | -4.4% | +2.2% | +4.4% |
| 3M | -1.9% | +2.2% | -4.1% | -3.7% |
| 6M | +41.0% | +14.0% | +27.0% | +22.5% |
| YTD | +55.6% | +17.4% | +38.2% | +31.1% |
| 1Y | +86.8% | +22.9% | +63.9% | +50.6% |
| All | +86.8% | +22.5% | +64.3% | +50.6% |
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