+87.6%
SMH vs NSC
+19.9%
+67.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +0.3% | -2.8% | +3.1% | +0.5% |
| 30D | -2.8% | -4.5% | +1.7% | -2.6% |
| 3M | -6.7% | +3.5% | -10.3% | -7.4% |
| 6M | +41.8% | +8.5% | +33.2% | +37.9% |
| YTD | +57.9% | +12.3% | +45.5% | +52.6% |
| 1Y | +87.6% | +18.9% | +68.7% | +77.3% |
| All | +87.6% | +19.9% | +67.8% | +77.3% |
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