+1,270.6%
SMH vs NI
+1,605.6%
-335.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +4.3% | +1.3% | +3.1% | +3.8% |
| 30D | +0.9% | -0.3% | +1.1% | +0.9% |
| 3M | -2.8% | -9.5% | +6.6% | +1.1% |
| 6M | +45.6% | -10.2% | +55.9% | +51.5% |
| YTD | +59.5% | +1.8% | +57.7% | +57.1% |
| 1Y | +93.4% | +5.7% | +87.8% | +87.1% |
| 3Y | +287.1% | +69.6% | +217.5% | +199.0% |
| 5Y | +338.0% | +95.8% | +242.3% | +212.2% |
| 10Y | +1,876.8% | +145.1% | +1,731.7% | +1,094.2% |
| All | +1,270.6% | +1,605.6% | -335.0% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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