+233.7%
SMH vs SGI
+41.4%
+192.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +4.9% | -5.3% | +10.2% | +7.1% |
| 30D | -13.8% | -2.1% | -11.7% | -13.9% |
| 3M | -17.4% | -8.2% | -9.2% | -15.6% |
| 6M | -15.0% | -4.6% | -10.4% | -15.1% |
| YTD | +35.2% | -31.5% | +66.6% | +53.1% |
| 1Y | +41.6% | -30.8% | +72.4% | +59.6% |
| 3Y | +215.6% | +67.2% | +148.4% | +132.5% |
| All | +233.7% | +41.4% | +192.3% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling