+1,109.9%
SMH vs SPG
+3,335.5%
-2,225.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.5% | +2.7% | -2.2% | -0.3% |
| 30D | -14.2% | +16.6% | -30.8% | -18.8% |
| 3M | -11.5% | +8.1% | -19.6% | -14.1% |
| 6M | -12.0% | +19.3% | -31.4% | -18.0% |
| YTD | +40.8% | +31.1% | +9.7% | +26.7% |
| 1Y | +44.9% | +32.8% | +12.1% | +29.7% |
| 3Y | +226.7% | +135.8% | +90.9% | +137.8% |
| 5Y | +250.6% | +85.1% | +165.5% | +176.0% |
| 10Y | +1,523.4% | +115.9% | +1,407.4% | +970.9% |
| All | +1,109.9% | +3,335.5% | -2,225.6% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling