-15.0%
SMH vs STX
-36.1%
+21.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -1.6% |
| 7D | +4.9% | +14.6% | -9.7% | -1.3% |
| 30D | -13.8% | -26.0% | +12.2% | -2.8% |
| 3M | -17.4% | -42.6% | +25.2% | +1.4% |
| 6M | -15.0% | -35.3% | +20.3% | -5.1% |
| All | -15.0% | -36.1% | +21.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 6mo: compounded portfolio wealth divided by compounded STX 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…
6mo analysis · Full analysis span regression · 6 months rolling