+3,197.4%
SMH vs SGI
+2,083.6%
+1,113.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +2.5% | +8.5% | -6.0% | +0.5% |
| 30D | -0.5% | +0.7% | -1.1% | -0.8% |
| 3M | -9.6% | +0.6% | -10.2% | -10.1% |
| 6M | +42.1% | -17.9% | +60.0% | +47.8% |
| YTD | +57.4% | -21.2% | +78.6% | +64.8% |
| 1Y | +96.2% | -18.9% | +115.1% | +103.3% |
| 3Y | +267.9% | +52.6% | +215.3% | +225.8% |
| 5Y | +327.7% | +60.7% | +266.9% | +266.9% |
| 10Y | +1,764.6% | +278.1% | +1,486.5% | +1,108.0% |
| All | +3,197.4% | +2,083.6% | +1,113.8% | +1,042.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling