+286.8%
SMH vs SO
+44.4%
+242.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | -0.2% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +0.9% | -2.5% | +3.3% | -0.2% |
| 3M | -2.8% | -4.2% | +1.3% | -4.4% |
| 6M | +45.6% | -7.7% | +53.3% | +41.6% |
| YTD | +59.5% | +3.8% | +55.7% | +62.5% |
| 1Y | +93.4% | +0.1% | +93.4% | +94.6% |
| All | +286.8% | +44.4% | +242.4% | +317.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling