+3,855.9%
SMH vs NDAQ
+2,627.5%
+1,228.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | +1.3% | +3.7% | +4.5% |
| 30D | -13.8% | +18.0% | -31.8% | -18.4% |
| 3M | -17.4% | +11.5% | -28.9% | -20.5% |
| 6M | -15.0% | +21.1% | -36.1% | -21.0% |
| YTD | +35.2% | +12.8% | +22.3% | +27.8% |
| 1Y | +41.6% | +25.7% | +15.9% | +29.3% |
| 3Y | +215.6% | +116.8% | +98.8% | +142.2% |
| 5Y | +233.2% | +67.3% | +166.0% | +176.8% |
| 10Y | +1,458.7% | +473.3% | +985.4% | +816.1% |
| All | +3,855.9% | +2,627.5% | +1,228.4% | +1,583.6% |
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