+240.5%
SMH vs SPGI
+13.6%
+226.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -6.7% | +1.6% | -8.3% | -7.3% |
| 30D | -19.8% | +16.1% | -35.9% | -25.2% |
| 3M | -15.1% | +15.5% | -30.5% | -21.1% |
| 6M | -14.6% | +19.6% | -34.3% | -24.0% |
| YTD | +34.3% | -3.6% | +37.9% | +35.0% |
| 1Y | +35.2% | +2.2% | +33.0% | +29.9% |
| 3Y | +211.7% | +30.1% | +181.6% | +139.4% |
| 5Y | +240.5% | +14.9% | +225.5% | +185.8% |
| All | +240.5% | +13.6% | +226.9% | +185.8% |
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 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