+1,269.2%
SMH vs NSC
+2,871.2%
-1,601.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.2% | -1.5% | +6.7% | +6.0% |
| 30D | -1.5% | -1.9% | +0.4% | -0.7% |
| 3M | -4.1% | +6.2% | -10.3% | -7.2% |
| 6M | +50.8% | +9.2% | +41.6% | +43.3% |
| YTD | +59.3% | +15.0% | +44.3% | +47.5% |
| 1Y | +94.1% | +21.1% | +73.0% | +75.2% |
| 3Y | +286.7% | +78.6% | +208.1% | +184.5% |
| 5Y | +339.4% | +45.9% | +293.5% | +253.7% |
| 10Y | +1,803.3% | +326.9% | +1,476.4% | +820.5% |
| All | +1,269.2% | +2,871.2% | -1,601.9% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling