+41.6%
SMH vs SPGI
+2.7%
+38.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -2.7% |
| 7D | +4.9% | +1.2% | +3.7% | +5.3% |
| 30D | -13.8% | +15.9% | -29.7% | -10.1% |
| 3M | -17.4% | +12.3% | -29.7% | -14.3% |
| 6M | -15.0% | +23.7% | -38.7% | -10.3% |
| YTD | +35.2% | -3.5% | +38.7% | +49.0% |
| 1Y | +41.6% | +0.4% | +41.2% | +59.5% |
| All | +41.6% | +2.7% | +38.9% | +59.5% |
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