+41.6%
SMH vs SPG
+33.2%
+8.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +4.9% | +2.0% | +2.9% | +5.3% |
| 30D | -13.8% | +17.2% | -31.1% | -10.5% |
| 3M | -17.4% | +6.3% | -23.7% | -15.6% |
| 6M | -15.0% | +18.7% | -33.7% | -15.0% |
| YTD | +35.2% | +30.1% | +5.1% | +35.2% |
| 1Y | +41.6% | +32.8% | +8.8% | +42.9% |
| All | +41.6% | +33.2% | +8.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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