+338.0%
SMH vs SPGI
+1.6%
+336.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.6% | +1.3% |
| 7D | +4.3% | -3.1% | +7.4% | +5.7% |
| 30D | +0.9% | +2.0% | -1.2% | -0.6% |
| 3M | -2.8% | +4.3% | -7.2% | -7.0% |
| 6M | +45.6% | -0.2% | +45.9% | +41.9% |
| YTD | +59.5% | -14.8% | +74.3% | +70.0% |
| 1Y | +93.4% | -18.5% | +112.0% | +111.1% |
| 3Y | +287.1% | +16.0% | +271.1% | +214.0% |
| 5Y | +338.0% | +2.2% | +335.8% | +283.9% |
| All | +338.0% | +1.6% | +336.4% | +283.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling