+1,253.2%
SMH vs SPG
+2,932.5%
-1,679.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | +2.5% | -2.4% | +4.9% | +3.4% |
| 30D | -0.5% | -6.8% | +6.4% | +1.9% |
| 3M | -9.6% | +2.7% | -12.3% | -11.1% |
| 6M | +42.1% | +5.5% | +36.6% | +38.5% |
| YTD | +57.4% | +15.7% | +41.7% | +48.3% |
| 1Y | +96.2% | +20.9% | +75.4% | +81.5% |
| 3Y | +267.9% | +112.4% | +155.5% | +178.1% |
| 5Y | +327.7% | +101.4% | +226.3% | +228.4% |
| 10Y | +1,764.6% | +60.6% | +1,704.0% | +1,272.5% |
| All | +1,253.2% | +2,932.5% | -1,679.3% | +114.7% |
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