+1,269.2%
SMH vs NEM
+701.4%
+567.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +5.2% | +3.9% | +1.4% | +4.8% |
| 30D | -1.5% | +12.7% | -14.3% | -3.0% |
| 3M | -4.1% | +28.7% | -32.7% | -6.9% |
| 6M | +50.8% | +9.8% | +41.0% | +48.8% |
| YTD | +59.3% | +28.1% | +31.2% | +54.6% |
| 1Y | +94.1% | +69.3% | +24.7% | +82.7% |
| 3Y | +286.7% | +247.7% | +39.1% | +236.1% |
| 5Y | +339.4% | +153.4% | +186.1% | +289.0% |
| 10Y | +1,803.3% | +291.3% | +1,512.0% | +1,505.6% |
| All | +1,269.2% | +701.4% | +567.9% | +1,229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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