-12.0%
SMH vs REPL
+444.5%
-456.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.4% | +11.3% | +4.9% |
| 7D | +0.5% | +5.3% | -4.7% | +0.4% |
| 30D | -14.2% | +66.6% | -80.9% | -15.0% |
| 3M | -11.5% | +59.6% | -71.1% | -12.3% |
| 6M | -12.0% | +482.4% | -494.4% | -13.4% |
| All | -12.0% | +444.5% | -456.5% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling