+1,097.4%
SMH vs SPY
+719.3%
+378.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.5% |
| 7D | +12.1% | +3.3% | +8.8% | +7.4% |
| 30D | -14.7% | -2.7% | -12.0% | -10.8% |
| 3M | -14.2% | -1.7% | -12.5% | -11.3% |
| 6M | -10.6% | +3.1% | -13.7% | -12.4% |
| YTD | +39.3% | +11.9% | +27.4% | +23.2% |
| 1Y | +41.6% | +12.0% | +29.6% | +25.4% |
| 3Y | +223.4% | +78.2% | +145.2% | +61.4% |
| 5Y | +243.5% | +73.2% | +170.2% | +85.0% |
| 10Y | +1,506.6% | +309.6% | +1,197.0% | +195.7% |
| All | +1,097.4% | +719.3% | +378.1% | +14.2% |
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