+93.4%
SMH vs P
+22.0%
+71.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.3% |
| 7D | +4.3% | +5.0% | -0.7% | +2.7% |
| 30D | +0.9% | -0.9% | +1.8% | +0.2% |
| 3M | -2.8% | +38.7% | -41.5% | -13.6% |
| 6M | +45.6% | +54.4% | -8.8% | +24.2% |
| YTD | +59.5% | +44.8% | +14.6% | +37.6% |
| 1Y | +93.4% | +22.5% | +70.9% | +64.6% |
| All | +93.4% | +22.0% | +71.4% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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