+1,846.2%
SMH vs SPYG
+559.2%
+1,287.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +4.3% | +0.3% | +4.0% | +3.9% |
| 30D | +0.9% | -1.7% | +2.5% | +3.0% |
| 3M | -2.8% | +3.6% | -6.5% | -5.9% |
| 6M | +45.6% | +16.6% | +29.0% | +23.8% |
| YTD | +59.5% | +13.4% | +46.1% | +40.5% |
| 1Y | +93.4% | +19.6% | +73.8% | +61.0% |
| 3Y | +287.1% | +99.8% | +187.3% | +85.9% |
| 5Y | +338.0% | +85.0% | +253.1% | +136.7% |
| 10Y | +1,876.8% | +422.1% | +1,454.7% | +254.1% |
| All | +1,846.2% | +559.2% | +1,287.0% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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