+286.7%
SMH vs STZ
-50.3%
+337.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.5% |
| 7D | +5.2% | -7.4% | +12.6% | +5.7% |
| 30D | -1.5% | -10.9% | +9.3% | -0.8% |
| 3M | -4.1% | -13.4% | +9.3% | -3.2% |
| 6M | +50.8% | -16.2% | +67.0% | +52.4% |
| YTD | +59.3% | -10.4% | +69.8% | +58.0% |
| 1Y | +94.1% | -14.8% | +108.9% | +94.1% |
| 3Y | +286.7% | -50.1% | +336.9% | +306.3% |
| All | +286.7% | -50.3% | +337.0% | +306.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling