+43.4%
SMH vs SPGI
+3.2%
+40.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.1% | -1.7% |
| 7D | -11.2% | +7.2% | -18.4% | -9.2% |
| 30D | -20.4% | +23.2% | -43.7% | -15.5% |
| 3M | -12.4% | +17.0% | -29.4% | -8.1% |
| 6M | -0.5% | +20.4% | -20.9% | +5.8% |
| YTD | +40.0% | -1.9% | +41.9% | +54.3% |
| 1Y | +43.4% | +2.9% | +40.5% | +62.8% |
| All | +43.4% | +3.2% | +40.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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