+280.1%
SMH vs S
-49.1%
+329.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -6.7% | +1.4% | -8.1% | -6.9% |
| 30D | -19.8% | -10.8% | -9.0% | -17.6% |
| 3M | -15.1% | +5.4% | -20.5% | -17.0% |
| 6M | -14.6% | +41.2% | -55.9% | -23.2% |
| YTD | +34.3% | +56.2% | -21.9% | +16.4% |
| 1Y | +35.2% | +36.3% | -1.1% | +20.9% |
| 3Y | +211.7% | +49.4% | +162.3% | +163.1% |
| 5Y | +240.5% | -66.9% | +307.3% | +251.6% |
| All | +280.1% | -49.1% | +329.2% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling