+43.4%
SMH vs S
+36.5%
+6.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -2.9% |
| 7D | -11.2% | -8.2% | -3.0% | -10.5% |
| 30D | -20.4% | -7.6% | -12.8% | -20.0% |
| 3M | -12.4% | +12.0% | -24.4% | -12.8% |
| 6M | -0.5% | +50.6% | -51.1% | -3.4% |
| YTD | +40.0% | +56.6% | -16.6% | +35.2% |
| 1Y | +43.4% | +39.2% | +4.2% | +39.5% |
| All | +43.4% | +36.5% | +6.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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