+282.9%
SMH vs SPYM
+77.4%
+205.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | -0.2% |
| 7D | +0.3% | -0.8% | +1.1% | +1.8% |
| 30D | -2.8% | -1.1% | -1.7% | -0.7% |
| 3M | -6.7% | +3.9% | -10.6% | -12.8% |
| 6M | +41.8% | +13.6% | +28.1% | +13.2% |
| YTD | +57.9% | +12.7% | +45.1% | +28.4% |
| 1Y | +87.6% | +17.6% | +70.1% | +42.1% |
| 3Y | +282.9% | +77.2% | +205.7% | +47.0% |
| All | +282.9% | +77.4% | +205.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling