+4,520.5%
SMH vs SNY
+241.9%
+4,278.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -3.3% | +3.6% | +1.7% |
| 30D | -2.8% | -2.2% | -0.6% | -2.0% |
| 3M | -6.7% | -3.0% | -3.7% | -6.2% |
| 6M | +41.8% | +2.7% | +39.0% | +38.3% |
| YTD | +57.9% | -6.8% | +64.7% | +60.3% |
| 1Y | +87.6% | -5.3% | +92.9% | +88.4% |
| 3Y | +282.9% | -9.8% | +292.7% | +275.9% |
| 5Y | +330.4% | +9.7% | +320.7% | +274.2% |
| 10Y | +1,857.0% | +64.5% | +1,792.5% | +1,262.2% |
| All | +4,520.5% | +241.9% | +4,278.6% | +1,749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling