+921.6%
SMH vs SPOT
+269.3%
+652.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.3% | -3.7% |
| 7D | +4.9% | +1.6% | +3.3% | +4.4% |
| 30D | -13.8% | +16.9% | -30.7% | -18.3% |
| 3M | -17.4% | +23.0% | -40.3% | -23.5% |
| 6M | -15.0% | +42.2% | -57.1% | -25.9% |
| YTD | +35.2% | +5.5% | +29.7% | +27.2% |
| 1Y | +41.6% | -5.1% | +46.7% | +37.9% |
| 3Y | +215.6% | +257.9% | -42.3% | +87.6% |
| 5Y | +233.2% | +118.4% | +114.9% | +113.7% |
| All | +921.6% | +269.3% | +652.3% | +379.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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