+24.9%
SMH vs NTRS
+37.4%
-12.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -3.7% | -7.5% | -9.1% |
| 7D | -20.3% | -0.9% | -19.4% | -19.6% |
| 30D | -29.2% | +1.1% | -30.4% | -29.3% |
| 3M | -21.4% | -6.6% | -14.8% | -18.4% |
| 6M | -14.3% | +7.1% | -21.4% | -17.0% |
| YTD | +24.3% | +27.4% | -3.0% | +6.5% |
| 1Y | +24.9% | +36.5% | -11.6% | +3.1% |
| All | +24.9% | +37.4% | -12.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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