+1,237.1%
SMH vs SIRI
-91.4%
+1,328.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | +1.4% | -3.0% | +4.4% | +1.7% |
| 30D | -2.2% | +1.3% | -3.5% | -2.4% |
| 3M | -1.9% | +5.6% | -7.5% | -2.8% |
| 6M | +41.0% | +35.1% | +5.9% | +35.5% |
| YTD | +55.6% | +49.0% | +6.5% | +47.5% |
| 1Y | +86.8% | +26.8% | +60.1% | +80.3% |
| 3Y | +277.7% | -23.7% | +301.3% | +279.5% |
| 5Y | +324.2% | -41.8% | +366.0% | +331.7% |
| 10Y | +1,828.6% | -11.3% | +1,839.9% | +1,776.0% |
| All | +1,237.1% | -91.4% | +1,328.6% | +1,397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling