+96.2%
SMH vs REPL
+161.1%
-64.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | +2.5% | -3.0% | +5.5% | +2.5% |
| 30D | -0.5% | +27.1% | -27.6% | -0.7% |
| 3M | -9.6% | +52.4% | -62.0% | -10.2% |
| 6M | +42.1% | +107.4% | -65.4% | +40.2% |
| YTD | +57.4% | +54.7% | +2.7% | +55.5% |
| 1Y | +96.2% | +158.9% | -62.6% | +93.3% |
| All | +96.2% | +161.1% | -64.9% | +93.3% |
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