+0.8%
SMH vs SRE
+1.9%
-1.2%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.5% |
| 7D | +5.2% | +1.4% | +3.8% | +5.5% |
| All | +0.8% | +1.9% | -1.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1mo: compounded portfolio wealth divided by compounded SRE 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…
1mo analysis · Full analysis span regression · Available span rolling