+1,253.2%
SMH vs RF
+274.1%
+979.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.5% | +1.3% | +1.2% | +2.1% |
| 30D | -0.5% | -3.6% | +3.1% | +0.5% |
| 3M | -9.6% | +8.1% | -17.7% | -11.8% |
| 6M | +42.1% | +11.5% | +30.6% | +37.5% |
| YTD | +57.4% | +15.6% | +41.9% | +50.6% |
| 1Y | +96.2% | +15.7% | +80.5% | +87.3% |
| 3Y | +267.9% | +86.9% | +181.0% | +205.6% |
| 5Y | +327.7% | +89.8% | +237.9% | +251.4% |
| 10Y | +1,764.6% | +344.7% | +1,420.0% | +1,077.0% |
| All | +1,253.2% | +274.1% | +979.1% | +437.5% |
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