+36.3%
SMH vs RF
+20.4%
+15.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.6% |
| 7D | -4.1% | -0.1% | -4.0% | -4.0% |
| 30D | -19.2% | +7.0% | -26.2% | -20.2% |
| 3M | -16.4% | -7.0% | -9.3% | -14.9% |
| 6M | -14.0% | +6.8% | -20.7% | -16.3% |
| YTD | +35.3% | +9.9% | +25.4% | +26.6% |
| All | +36.3% | +20.4% | +15.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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