+1,256.8%
SMH vs NTRS
+383.7%
+873.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +0.3% | +1.4% | -1.1% | -0.5% |
| 30D | -2.8% | -0.7% | -2.1% | -2.6% |
| 3M | -6.7% | +11.3% | -18.0% | -12.0% |
| 6M | +41.8% | +35.5% | +6.2% | +20.7% |
| YTD | +57.9% | +40.6% | +17.3% | +31.5% |
| 1Y | +87.6% | +49.2% | +38.4% | +51.4% |
| 3Y | +282.9% | +167.2% | +115.7% | +125.1% |
| 5Y | +330.4% | +94.9% | +235.5% | +190.9% |
| 10Y | +1,857.0% | +259.5% | +1,597.5% | +813.3% |
| All | +1,256.8% | +383.7% | +873.1% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling