+96.2%
SMH vs SGI
-17.2%
+113.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +2.5% | +8.5% | -6.0% | +0.3% |
| 30D | -0.5% | +0.7% | -1.1% | -0.7% |
| 3M | -9.6% | +0.6% | -10.2% | -9.9% |
| 6M | +42.1% | -17.9% | +60.0% | +45.2% |
| YTD | +57.4% | -21.2% | +78.6% | +61.9% |
| 1Y | +96.2% | -18.9% | +115.1% | +107.7% |
| All | +96.2% | -17.2% | +113.4% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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