+44.9%
SMH vs SN
+140.1%
-95.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +0.5% | +3.5% | -3.0% | -0.4% |
| 30D | -14.2% | +19.4% | -33.7% | -18.4% |
| 3M | -11.5% | +20.9% | -32.4% | -16.1% |
| 6M | -12.0% | +111.1% | -123.2% | -32.2% |
| YTD | +40.8% | +102.8% | -62.0% | +8.0% |
| 1Y | +44.9% | +146.2% | -101.3% | +3.4% |
| All | +44.9% | +140.1% | -95.2% | +3.4% |
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