+1,007.3%
SMH vs RF
+248.1%
+759.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | -25.8% | +6.0% | -31.8% | -27.0% |
| 3M | -18.8% | -8.9% | -9.9% | -16.8% |
| 6M | -15.6% | +2.3% | -17.9% | -16.5% |
| YTD | +28.8% | +7.6% | +21.3% | +25.5% |
| 1Y | +32.6% | +21.2% | +11.4% | +25.0% |
| 3Y | +213.6% | +108.5% | +105.1% | +153.8% |
| 5Y | +222.4% | +43.2% | +179.2% | +185.3% |
| 10Y | +1,429.6% | +288.1% | +1,141.6% | +899.3% |
| All | +1,007.3% | +248.1% | +759.1% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling