+327.2%
SMH vs SIRI
-41.5%
+368.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -2.8% | +2.5% | -5.3% | -3.3% |
| 3M | -6.7% | +6.6% | -13.3% | -8.2% |
| 6M | +41.8% | +32.9% | +8.9% | +33.9% |
| YTD | +57.9% | +50.5% | +7.4% | +45.3% |
| 1Y | +87.6% | +28.0% | +59.7% | +77.5% |
| 3Y | +282.9% | -22.4% | +305.3% | +277.1% |
| All | +327.2% | -41.5% | +368.7% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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