+1,253.2%
SMH vs SPGI
+2,712.0%
-1,458.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | -0.5% | +8.4% | -8.9% | -4.8% |
| 3M | -9.6% | +11.8% | -21.5% | -16.5% |
| 6M | +42.1% | +5.7% | +36.4% | +34.2% |
| YTD | +57.4% | -9.7% | +67.1% | +59.5% |
| 1Y | +96.2% | -12.5% | +108.7% | +100.3% |
| 3Y | +267.9% | +21.8% | +246.1% | +214.2% |
| 5Y | +327.7% | +8.2% | +319.5% | +288.7% |
| 10Y | +1,764.6% | +309.5% | +1,455.1% | +769.2% |
| All | +1,253.2% | +2,712.0% | -1,458.8% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling