+286.7%
SMH vs SPGI
+17.8%
+268.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.8% |
| 7D | +5.2% | -2.5% | +7.7% | +5.7% |
| 30D | -1.5% | +5.4% | -6.9% | -2.8% |
| 3M | -4.1% | +9.0% | -13.1% | -7.0% |
| 6M | +50.8% | +0.8% | +50.0% | +50.1% |
| YTD | +59.3% | -12.6% | +71.9% | +69.0% |
| 1Y | +94.1% | -16.1% | +110.2% | +110.8% |
| 3Y | +286.7% | +19.0% | +267.7% | +233.9% |
| All | +286.7% | +17.8% | +268.9% | +233.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling