+87.6%
SMH vs SITM
+155.7%
-68.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.1% | 0.0% |
| 7D | +0.3% | +3.9% | -3.6% | -0.8% |
| 30D | -2.8% | -6.6% | +3.8% | -1.4% |
| 3M | -6.7% | -11.9% | +5.2% | -5.2% |
| 6M | +41.8% | +81.1% | -39.4% | +20.7% |
| YTD | +57.9% | +80.0% | -22.1% | +33.7% |
| 1Y | +87.6% | +145.8% | -58.2% | +51.5% |
| All | +87.6% | +155.7% | -68.1% | +51.5% |
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