+910.1%
SMH vs REPL
+37.4%
+872.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +12.1% | +9.8% | +2.3% | +11.5% |
| 30D | -14.7% | +81.5% | -96.2% | -17.5% |
| 3M | -14.2% | +44.2% | -58.4% | -16.1% |
| 6M | -10.6% | +437.4% | -448.0% | -22.2% |
| YTD | +39.3% | +126.1% | -86.8% | +22.8% |
| 1Y | +41.6% | +143.1% | -101.6% | +24.0% |
| 3Y | +223.4% | +97.8% | +125.5% | +133.9% |
| 5Y | +243.5% | -34.3% | +277.7% | +177.7% |
| All | +910.1% | +37.4% | +872.7% | +546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling