+87.6%
SMH vs NTR
+39.1%
+48.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +0.3% | -1.3% | +1.6% | +0.2% |
| 30D | -2.8% | +16.8% | -19.6% | -2.1% |
| 3M | -6.7% | +20.7% | -27.5% | -6.1% |
| 6M | +41.8% | +0.5% | +41.2% | +42.1% |
| YTD | +57.9% | +29.2% | +28.7% | +56.3% |
| 1Y | +87.6% | +39.6% | +48.1% | +86.1% |
| All | +87.6% | +39.1% | +48.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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