+1,061.7%
SMH vs IWM
+664.5%
+397.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.7% |
| 7D | +4.9% | +1.4% | +3.5% | +3.5% |
| 30D | -13.8% | +2.3% | -16.1% | -15.4% |
| 3M | -17.4% | -8.3% | -9.1% | -9.2% |
| 6M | -15.0% | -1.3% | -13.6% | -12.4% |
| YTD | +35.2% | +13.5% | +21.6% | +21.3% |
| 1Y | +41.6% | +18.4% | +23.2% | +21.8% |
| 3Y | +215.6% | +69.6% | +146.0% | +88.5% |
| 5Y | +233.2% | +23.3% | +209.9% | +179.3% |
| 10Y | +1,458.7% | +147.0% | +1,311.7% | +536.2% |
| All | +1,061.7% | +664.5% | +397.2% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling