+286.7%
SMH vs SAP
+56.7%
+230.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -1.5% | +2.6% | -4.1% | -2.4% |
| 3M | -4.1% | +16.3% | -20.3% | -8.3% |
| 6M | +50.8% | +6.4% | +44.4% | +49.5% |
| YTD | +59.3% | -11.4% | +70.7% | +72.5% |
| 1Y | +94.1% | -20.4% | +114.5% | +125.7% |
| 3Y | +286.7% | +56.5% | +230.2% | +184.2% |
| All | +286.7% | +56.7% | +230.0% | +184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling