+96.2%
SMH vs SO
-1.3%
+97.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +2.2% |
| 7D | +2.5% | -0.2% | +2.7% | +2.4% |
| 30D | -0.5% | -4.6% | +4.1% | -3.3% |
| 3M | -9.6% | -3.0% | -6.6% | -11.3% |
| 6M | +42.1% | -8.3% | +50.3% | +36.1% |
| YTD | +57.4% | +3.5% | +53.9% | +61.2% |
| 1Y | +96.2% | -0.9% | +97.1% | +91.6% |
| All | +96.2% | -1.3% | +97.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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