+1,116.3%
SMH vs NTR
+97.9%
+1,018.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | -2.8% | +16.8% | -19.6% | -7.8% |
| 3M | -6.7% | +20.7% | -27.5% | -12.9% |
| 6M | +41.8% | +0.5% | +41.2% | +39.6% |
| YTD | +57.9% | +29.2% | +28.7% | +41.3% |
| 1Y | +87.6% | +39.6% | +48.1% | +62.2% |
| 3Y | +282.9% | +37.9% | +245.1% | +224.5% |
| 5Y | +330.4% | +47.1% | +283.3% | +223.2% |
| All | +1,116.3% | +97.9% | +1,018.3% | +645.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling