+1,168.8%
SMH vs NVT
+712.1%
+456.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.5% |
| 7D | +4.3% | +7.0% | -2.7% | +0.4% |
| 30D | +0.9% | -2.3% | +3.2% | +1.8% |
| 3M | -2.8% | -3.1% | +0.3% | -1.3% |
| 6M | +45.6% | +47.0% | -1.4% | +17.3% |
| YTD | +59.5% | +56.2% | +3.3% | +23.9% |
| 1Y | +93.4% | +74.5% | +18.9% | +40.8% |
| 3Y | +287.1% | +184.0% | +103.1% | +109.1% |
| 5Y | +338.0% | +410.8% | -72.7% | +74.2% |
| All | +1,168.8% | +712.1% | +456.7% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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