+87.6%
SMH vs NYT
+17.8%
+69.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +0.3% | -0.6% | +0.9% | +0.2% |
| 30D | -2.8% | +4.6% | -7.4% | -2.1% |
| 3M | -6.7% | -9.6% | +2.9% | -7.0% |
| 6M | +41.8% | -14.0% | +55.8% | +41.7% |
| YTD | +57.9% | -2.8% | +60.7% | +60.9% |
| 1Y | +87.6% | +15.6% | +72.0% | +101.1% |
| All | +87.6% | +17.8% | +69.8% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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