+87.6%
SMH vs NVD
-52.8%
+140.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.6% |
| 7D | +0.3% | +10.8% | -10.6% | +4.0% |
| 30D | -2.8% | +0.8% | -3.5% | -1.2% |
| 3M | -6.7% | -20.8% | +14.1% | -10.5% |
| 6M | +41.8% | -41.2% | +82.9% | +26.9% |
| YTD | +57.9% | -44.2% | +102.1% | +41.8% |
| 1Y | +87.6% | -54.2% | +141.8% | +66.5% |
| All | +87.6% | -52.8% | +140.4% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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