+41.3%
SMH vs SUNB
+1.6%
+39.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | -2.3% |
| 7D | +4.3% | +9.4% | -5.1% | +0.4% |
| 30D | +0.9% | -6.9% | +7.8% | +3.7% |
| 3M | -2.8% | -11.3% | +8.5% | +1.6% |
| 6M | +45.6% | -1.8% | +47.4% | +45.2% |
| All | +41.3% | +1.6% | +39.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 all: compounded portfolio wealth divided by compounded SUNB 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…
all analysis · Full analysis span regression · 6 months rolling