+207.6%
SMH vs SN
+681.9%
-474.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.1% | +4.2% |
| 7D | -4.1% | +7.6% | -11.8% | -6.0% |
| 30D | -19.2% | +24.1% | -43.3% | -24.0% |
| 3M | -16.4% | +23.7% | -40.1% | -21.5% |
| 6M | -14.0% | +105.5% | -119.5% | -30.6% |
| YTD | +35.3% | +105.1% | -69.8% | +8.6% |
| 1Y | +40.4% | +148.3% | -107.8% | +6.8% |
| 3Y | +226.8% | +438.7% | -211.8% | +129.3% |
| All | +207.6% | +681.9% | -474.3% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling