+345.7%
SMH vs S
-56.8%
+402.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +2.5% | -7.7% | +10.2% | +4.5% |
| 30D | -0.5% | -5.3% | +4.9% | +0.4% |
| 3M | -9.6% | +20.3% | -29.9% | -14.6% |
| 6M | +42.1% | +47.4% | -5.3% | +26.1% |
| YTD | +57.4% | +32.5% | +24.9% | +42.9% |
| 1Y | +96.2% | +9.5% | +86.7% | +85.9% |
| 3Y | +267.9% | +15.5% | +252.4% | +232.0% |
| 5Y | +327.7% | -71.2% | +398.9% | +358.8% |
| All | +345.7% | -56.8% | +402.5% | +358.7% |
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