+96.2%
SMH vs SN
+46.4%
+49.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +2.9% |
| 7D | +2.5% | -9.3% | +11.8% | +5.3% |
| 30D | -0.5% | -4.8% | +4.3% | +0.8% |
| 3M | -9.6% | +40.4% | -50.1% | -19.0% |
| 6M | +42.1% | +50.9% | -8.9% | +22.9% |
| YTD | +57.4% | +54.9% | +2.5% | +35.3% |
| 1Y | +96.2% | +43.0% | +53.2% | +64.6% |
| All | +96.2% | +46.4% | +49.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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