+1,253.2%
SMH vs SO
+1,758.9%
-505.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +2.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -0.5% | -4.6% | +4.1% | +0.9% |
| 3M | -9.6% | -3.0% | -6.6% | -9.2% |
| 6M | +42.1% | -8.3% | +50.3% | +44.9% |
| YTD | +57.4% | +3.5% | +53.9% | +54.2% |
| 1Y | +96.2% | -0.9% | +97.1% | +94.3% |
| 3Y | +267.9% | +45.4% | +222.6% | +210.7% |
| 5Y | +327.7% | +59.6% | +268.1% | +244.6% |
| 10Y | +1,764.6% | +156.6% | +1,608.0% | +1,125.7% |
| All | +1,253.2% | +1,758.9% | -505.7% | +679.5% |
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