+327.2%
SMH vs NTR
+45.7%
+281.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | -2.8% | +16.8% | -19.6% | -5.9% |
| 3M | -6.7% | +20.7% | -27.5% | -10.7% |
| 6M | +41.8% | +0.5% | +41.2% | +40.6% |
| YTD | +57.9% | +29.2% | +28.7% | +46.8% |
| 1Y | +87.6% | +39.6% | +48.1% | +70.4% |
| 3Y | +282.9% | +37.9% | +245.1% | +242.1% |
| All | +327.2% | +45.7% | +281.5% | +246.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling