+93.4%
SMH vs REPL
+136.9%
-43.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | +4.3% | -9.6% | +13.9% | +4.4% |
| 30D | +0.9% | +5.7% | -4.8% | +0.8% |
| 3M | -2.8% | +56.4% | -59.2% | -3.4% |
| 6M | +45.6% | +67.4% | -21.8% | +43.9% |
| YTD | +59.5% | +48.7% | +10.8% | +57.5% |
| 1Y | +93.4% | +148.3% | -54.8% | +90.5% |
| All | +93.4% | +136.9% | -43.4% | +90.5% |
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