+1,061.7%
SMH vs SO
+1,874.5%
-812.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | +4.9% | +1.4% | +3.6% | +4.5% |
| 30D | -13.8% | +4.7% | -18.5% | -15.2% |
| 3M | -17.4% | +1.7% | -19.1% | -18.0% |
| 6M | -15.0% | +2.2% | -17.1% | -16.2% |
| YTD | +35.2% | +10.0% | +25.2% | +29.6% |
| 1Y | +41.6% | +6.0% | +35.6% | +37.3% |
| 3Y | +215.6% | +54.1% | +161.5% | +161.6% |
| 5Y | +233.2% | +79.6% | +153.6% | +157.5% |
| 10Y | +1,458.7% | +195.5% | +1,263.2% | +874.1% |
| All | +1,061.7% | +1,874.5% | -812.9% | +555.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling