+1,061.7%
SMH vs SPG
+3,309.4%
-2,247.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +4.9% | +2.0% | +2.9% | +4.2% |
| 30D | -13.8% | +17.2% | -31.1% | -18.6% |
| 3M | -17.4% | +6.3% | -23.7% | -19.3% |
| 6M | -15.0% | +18.7% | -33.7% | -20.6% |
| YTD | +35.2% | +30.1% | +5.1% | +22.0% |
| 1Y | +41.6% | +32.8% | +8.8% | +26.8% |
| 3Y | +215.6% | +133.6% | +82.0% | +130.5% |
| 5Y | +233.2% | +84.4% | +148.8% | +162.7% |
| 10Y | +1,458.7% | +114.3% | +1,344.4% | +930.9% |
| All | +1,061.7% | +3,309.4% | -2,247.7% | +76.6% |
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