+96.2%
SMH vs SAN
+58.9%
+37.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | +2.5% | +1.8% | +0.7% | +1.5% |
| 30D | -0.5% | +2.0% | -2.5% | -1.6% |
| 3M | -9.6% | +19.7% | -29.4% | -18.2% |
| 6M | +42.1% | +30.6% | +11.4% | +22.3% |
| YTD | +57.4% | +28.8% | +28.6% | +34.5% |
| 1Y | +96.2% | +57.8% | +38.5% | +54.4% |
| All | +96.2% | +58.9% | +37.3% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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