+215.6%
SMH vs SGI
+67.2%
+148.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +4.9% | -5.3% | +10.2% | +6.8% |
| 30D | -13.8% | -2.1% | -11.7% | -13.9% |
| 3M | -17.4% | -8.2% | -9.2% | -15.8% |
| 6M | -15.0% | -4.6% | -10.4% | -15.1% |
| YTD | +35.2% | -31.5% | +66.6% | +51.1% |
| 1Y | +41.6% | -30.8% | +72.4% | +57.6% |
| 3Y | +215.6% | +67.2% | +148.4% | +154.1% |
| All | +215.6% | +67.2% | +148.4% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling