+327.2%
SMH vs NYT
+38.8%
+288.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -2.8% | +4.6% | -7.4% | -4.2% |
| 3M | -6.7% | -9.6% | +2.9% | -4.9% |
| 6M | +41.8% | -14.0% | +55.8% | +46.4% |
| YTD | +57.9% | -2.8% | +60.7% | +55.1% |
| 1Y | +87.6% | +15.6% | +72.0% | +71.6% |
| 3Y | +282.9% | +56.3% | +226.6% | +198.2% |
| All | +327.2% | +38.8% | +288.4% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling