+228.7%
SMH vs STZ
-35.6%
+264.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +4.8% |
| 7D | +0.5% | -0.9% | +1.5% | +0.5% |
| 30D | -14.2% | +14.9% | -29.1% | -14.2% |
| 3M | -11.5% | +8.4% | -19.9% | -11.2% |
| 6M | -12.0% | +2.8% | -14.8% | -11.4% |
| YTD | +40.8% | +7.5% | +33.2% | +39.2% |
| 1Y | +44.9% | +12.5% | +32.3% | +42.1% |
| All | +228.7% | -35.6% | +264.3% | +239.6% |
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