+43.4%
SMH vs SITM
+47.5%
-4.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.4% | +6.6% | -0.1% |
| 7D | -11.2% | -19.5% | +8.4% | -5.7% |
| 30D | -20.4% | -43.2% | +22.8% | -7.6% |
| 3M | -12.4% | -30.8% | +18.4% | -4.7% |
| 6M | -0.5% | -28.6% | +28.1% | +7.5% |
| YTD | +40.0% | +14.2% | +25.8% | +35.4% |
| 1Y | +43.4% | +44.4% | -1.0% | +35.8% |
| All | +43.4% | +47.5% | -4.1% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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