+87.6%
SMH vs NXT
+23.4%
+64.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.9% |
| 7D | +0.3% | -1.9% | +2.2% | +0.9% |
| 30D | -2.8% | -20.0% | +17.3% | +4.3% |
| 3M | -6.7% | -30.7% | +24.0% | +4.2% |
| 6M | +41.8% | -29.0% | +70.7% | +54.9% |
| YTD | +57.9% | -4.8% | +62.7% | +59.5% |
| 1Y | +87.6% | +22.8% | +64.8% | +79.9% |
| All | +87.6% | +23.4% | +64.3% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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