+41.6%
SMH vs SO
+5.1%
+36.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -2.2% |
| 7D | +4.9% | +1.4% | +3.6% | +5.8% |
| 30D | -13.8% | +4.7% | -18.5% | -11.0% |
| 3M | -17.4% | +1.7% | -19.1% | -16.2% |
| 6M | -15.0% | +2.2% | -17.1% | -13.7% |
| YTD | +35.2% | +10.0% | +25.2% | +42.2% |
| 1Y | +41.6% | +6.0% | +35.6% | +48.7% |
| All | +41.6% | +5.1% | +36.5% | +48.7% |
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