+4,508.2%
SMH vs NDAQ
+2,327.9%
+2,180.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.2% |
| 7D | +2.5% | -2.4% | +5.0% | +3.3% |
| 30D | -0.5% | +2.5% | -2.9% | -1.3% |
| 3M | -9.6% | +9.9% | -19.6% | -13.0% |
| 6M | +42.1% | +9.4% | +32.6% | +36.5% |
| YTD | +57.4% | +0.4% | +57.0% | +54.9% |
| 1Y | +96.2% | +4.0% | +92.2% | +90.5% |
| 3Y | +267.9% | +94.4% | +173.5% | +192.6% |
| 5Y | +327.7% | +56.7% | +270.9% | +263.9% |
| 10Y | +1,764.6% | +375.3% | +1,389.3% | +1,061.1% |
| All | +4,508.2% | +2,327.9% | +2,180.3% | +1,940.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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