+42.1%
SMH vs SPGI
+6.1%
+35.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +1.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.6% |
| 30D | -0.5% | +8.4% | -8.9% | +4.0% |
| 3M | -9.6% | +11.8% | -21.5% | -2.5% |
| 6M | +42.1% | +5.7% | +36.4% | +53.2% |
| All | +42.1% | +6.1% | +35.9% | +53.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling