+93.4%
SMH vs STM
+98.5%
-5.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +4.3% | +1.7% | +2.7% | +3.5% |
| 30D | +0.9% | -5.2% | +6.0% | +3.3% |
| 3M | -2.8% | -29.6% | +26.8% | +13.1% |
| 6M | +45.6% | +54.4% | -8.7% | +21.3% |
| YTD | +59.5% | +99.5% | -40.1% | +20.3% |
| 1Y | +93.4% | +100.8% | -7.3% | +39.8% |
| All | +93.4% | +98.5% | -5.1% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling