+1,253.2%
SMH vs SPY
+731.4%
+521.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | -9.6% | +2.0% | -11.6% | -11.1% |
| 6M | +42.1% | +13.0% | +29.1% | +22.5% |
| YTD | +57.4% | +13.5% | +43.9% | +35.3% |
| 1Y | +96.2% | +20.0% | +76.3% | +57.5% |
| 3Y | +267.9% | +77.2% | +190.7% | +83.5% |
| 5Y | +327.7% | +81.9% | +245.8% | +114.4% |
| 10Y | +1,764.6% | +314.1% | +1,450.6% | +235.1% |
| All | +1,253.2% | +731.4% | +521.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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