+86.8%
SMH vs SAN
+49.3%
+37.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +1.4% | -2.8% | +4.2% | +2.9% |
| 30D | -2.2% | -0.5% | -1.7% | -2.0% |
| 3M | -1.9% | +22.7% | -24.6% | -12.4% |
| 6M | +41.0% | +28.8% | +12.2% | +22.4% |
| YTD | +55.6% | +26.3% | +29.3% | +34.2% |
| 1Y | +86.8% | +48.8% | +38.0% | +47.4% |
| All | +86.8% | +49.3% | +37.5% | +47.4% |
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