+3,651.5%
SMH vs SPYM
+824.3%
+2,827.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.9% |
| 7D | +5.2% | +0.6% | +4.6% | +4.5% |
| 30D | -1.5% | -0.9% | -0.6% | -0.4% |
| 3M | -4.1% | +3.9% | -8.0% | -7.7% |
| 6M | +50.8% | +14.5% | +36.2% | +30.2% |
| YTD | +59.3% | +13.0% | +46.3% | +40.3% |
| 1Y | +94.1% | +19.4% | +74.7% | +61.0% |
| 3Y | +286.7% | +78.9% | +207.9% | +110.4% |
| 5Y | +339.4% | +82.3% | +257.1% | +143.4% |
| 10Y | +1,803.3% | +314.7% | +1,488.5% | +378.8% |
| All | +3,651.5% | +824.3% | +2,827.2% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling