+282.9%
SMH vs SNY
-9.6%
+292.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.3% | -3.3% | +3.6% | +0.4% |
| 30D | -2.8% | -2.2% | -0.6% | -2.7% |
| 3M | -6.7% | -3.0% | -3.7% | -6.7% |
| 6M | +41.8% | +2.7% | +39.0% | +41.0% |
| YTD | +57.9% | -6.8% | +64.7% | +58.4% |
| 1Y | +87.6% | -5.3% | +92.9% | +87.8% |
| 3Y | +282.9% | -9.8% | +292.7% | +286.6% |
| All | +282.9% | -9.6% | +292.5% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling