+216.7%
SMH vs RF
+42.5%
+174.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -11.2% | -0.9% | -10.3% | -10.8% |
| 30D | -25.8% | +6.0% | -31.8% | -27.8% |
| 3M | -18.8% | -8.9% | -9.9% | -15.5% |
| 6M | -15.6% | +2.3% | -17.9% | -17.3% |
| YTD | +28.8% | +7.6% | +21.3% | +22.7% |
| 1Y | +32.6% | +21.2% | +11.4% | +19.1% |
| 3Y | +213.6% | +108.5% | +105.1% | +111.8% |
| All | +216.7% | +42.5% | +174.2% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling