+41.6%
SMH vs S
+30.9%
+10.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +4.9% | +2.0% | +2.9% | +4.7% |
| 30D | -13.8% | -2.7% | -11.1% | -13.3% |
| 3M | -17.4% | -6.9% | -10.5% | -16.3% |
| 6M | -15.0% | +38.1% | -53.0% | -16.3% |
| YTD | +35.2% | +48.0% | -12.8% | +32.0% |
| 1Y | +41.6% | +34.5% | +7.1% | +39.0% |
| All | +41.6% | +30.9% | +10.7% | +39.0% |
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