+96.2%
SMH vs SGOV
+3.8%
+92.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +4.3% |
| 7D | +2.5% | +0.1% | +2.4% | +6.4% |
| 30D | -0.5% | +0.3% | -0.8% | +14.6% |
| 3M | -9.6% | +1.0% | -10.6% | +31.3% |
| 6M | +42.1% | +1.9% | +40.2% | +179.0% |
| YTD | +57.4% | +2.5% | +55.0% | +266.9% |
| 1Y | +96.2% | +3.8% | +92.4% | +676.0% |
| All | +96.2% | +3.8% | +92.4% | +676.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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