+1,063.2%
SMH vs LLY
+3,852.5%
-2,789.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +3.7% |
| 7D | -4.1% | +0.1% | -4.2% | -4.0% |
| 30D | -19.2% | +19.7% | -38.9% | -24.0% |
| 3M | -16.4% | +19.3% | -35.6% | -21.5% |
| 6M | -14.0% | +49.3% | -63.3% | -25.8% |
| YTD | +35.3% | +32.0% | +3.3% | +20.1% |
| 1Y | +40.4% | +53.7% | -13.3% | +18.1% |
| 3Y | +226.8% | +143.7% | +83.1% | +125.1% |
| 5Y | +232.3% | +463.9% | -231.6% | +63.6% |
| 10Y | +1,469.9% | +2,006.3% | -536.4% | +345.2% |
| All | +1,063.2% | +3,852.5% | -2,789.2% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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