+233.7%
SMH vs SAP
+79.5%
+154.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.1% |
| 7D | +4.9% | +0.6% | +4.3% | +4.6% |
| 30D | -13.8% | +6.5% | -20.3% | -16.8% |
| 3M | -17.4% | +12.2% | -29.6% | -22.6% |
| 6M | -15.0% | +46.1% | -61.0% | -32.9% |
| YTD | +35.2% | -1.6% | +36.8% | +34.5% |
| 1Y | +41.6% | -5.1% | +46.7% | +44.8% |
| 3Y | +215.6% | +68.4% | +147.3% | +97.8% |
| All | +233.7% | +79.5% | +154.2% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling