+43.4%
SMH vs NSC
+24.4%
+19.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -2.7% |
| 7D | -11.2% | +1.8% | -13.0% | -11.1% |
| 30D | -20.4% | +8.8% | -29.3% | -20.3% |
| 3M | -12.4% | +1.2% | -13.6% | -12.2% |
| 6M | -0.5% | +11.3% | -11.8% | -1.0% |
| YTD | +40.0% | +20.7% | +19.3% | +37.2% |
| 1Y | +43.4% | +23.4% | +20.0% | +38.7% |
| All | +43.4% | +24.4% | +19.0% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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