+87.6%
SMH vs LYB
+24.5%
+63.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.4% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -2.8% | +2.5% | -5.3% | -2.5% |
| 3M | -6.7% | +1.4% | -8.1% | -6.0% |
| 6M | +41.8% | -3.5% | +45.3% | +40.2% |
| YTD | +57.9% | +52.0% | +5.9% | +48.2% |
| 1Y | +87.6% | +22.1% | +65.6% | +74.9% |
| All | +87.6% | +24.5% | +63.1% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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