+43.4%
SMH vs SAP
-5.6%
+49.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -7.0% | -2.1% |
| 7D | -11.2% | +1.3% | -12.5% | -10.9% |
| 30D | -20.4% | +15.5% | -36.0% | -18.7% |
| 3M | -12.4% | +22.8% | -35.2% | -9.5% |
| 6M | -0.5% | +42.5% | -43.0% | +6.5% |
| YTD | +40.0% | +0.5% | +39.5% | +56.4% |
| 1Y | +43.4% | -5.9% | +49.3% | +70.0% |
| All | +43.4% | -5.6% | +49.0% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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