+43.4%
SMH vs REPL
+125.1%
-81.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -11.2% | +28.8% | -40.0% | -11.4% |
| 30D | -20.4% | +57.3% | -77.8% | -20.9% |
| 3M | -12.4% | +73.6% | -86.0% | -13.1% |
| 6M | -0.5% | +582.8% | -583.3% | -2.3% |
| YTD | +40.0% | +112.9% | -72.8% | +34.7% |
| 1Y | +43.4% | +130.7% | -87.3% | +33.8% |
| All | +43.4% | +125.1% | -81.7% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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