+1,253.2%
SMH vs IWM
+713.2%
+540.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -0.5% | -1.3% | +0.8% | +0.9% |
| 3M | -9.6% | +1.6% | -11.3% | -10.3% |
| 6M | +42.1% | +13.6% | +28.5% | +26.6% |
| YTD | +57.4% | +20.8% | +36.7% | +32.0% |
| 1Y | +96.2% | +26.4% | +69.8% | +57.1% |
| 3Y | +267.9% | +60.7% | +207.2% | +130.4% |
| 5Y | +327.7% | +38.2% | +289.5% | +217.3% |
| 10Y | +1,764.6% | +169.5% | +1,595.2% | +590.7% |
| All | +1,253.2% | +713.2% | +540.0% | +11.6% |
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