+41.6%
SMH vs STZ
+15.6%
+26.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -2.8% |
| 7D | +4.9% | +2.6% | +2.3% | +5.6% |
| 30D | -13.8% | +15.2% | -29.0% | -10.2% |
| 3M | -17.4% | +7.6% | -25.0% | -14.3% |
| 6M | -15.0% | +5.3% | -20.2% | -11.6% |
| YTD | +35.2% | +8.6% | +26.5% | +36.4% |
| 1Y | +41.6% | +15.6% | +26.0% | +41.5% |
| All | +41.6% | +15.6% | +26.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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