+286.7%
SMH vs IWM
+65.4%
+221.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.7% |
| 7D | +5.2% | +1.4% | +3.8% | +3.6% |
| 30D | -1.5% | -2.3% | +0.7% | +1.1% |
| 3M | -4.1% | +4.0% | -8.0% | -7.3% |
| 6M | +50.8% | +17.9% | +32.8% | +28.9% |
| YTD | +59.3% | +20.2% | +39.1% | +33.8% |
| 1Y | +94.1% | +25.0% | +69.1% | +57.0% |
| 3Y | +286.7% | +66.0% | +220.7% | +150.4% |
| All | +286.7% | +65.4% | +221.3% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling