+357.7%
SMH vs NXT
+168.4%
+189.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | +1.4% | -2.6% | +4.0% | +2.0% |
| 30D | -2.2% | -22.4% | +20.2% | +3.1% |
| 3M | -1.9% | -27.3% | +25.5% | +4.8% |
| 6M | +41.0% | -28.5% | +69.5% | +49.8% |
| YTD | +55.6% | -6.6% | +62.2% | +57.3% |
| 1Y | +86.8% | +20.4% | +66.5% | +80.4% |
| 3Y | +277.7% | +90.9% | +186.7% | +226.3% |
| All | +357.7% | +168.4% | +189.3% | +279.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling