+363.2%
SMH vs NXT
+178.8%
+184.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | -0.5% | -15.3% | +14.9% | +3.0% |
| 3M | -9.6% | -43.8% | +34.1% | +1.2% |
| 6M | +42.1% | -18.7% | +60.7% | +47.3% |
| YTD | +57.4% | -3.0% | +60.4% | +57.9% |
| 1Y | +96.2% | +22.7% | +73.5% | +88.4% |
| 3Y | +267.9% | +95.9% | +172.0% | +215.9% |
| All | +363.2% | +178.8% | +184.4% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling