+267.1%
SMH vs SW
+19.6%
+247.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +2.5% | -5.1% | +7.6% | +4.0% |
| 30D | -0.5% | -4.6% | +4.1% | +0.7% |
| 3M | -9.6% | +9.4% | -19.0% | -12.5% |
| 6M | +42.1% | +3.5% | +38.6% | +39.0% |
| YTD | +57.4% | +22.0% | +35.4% | +46.6% |
| 1Y | +96.2% | +2.2% | +94.0% | +90.9% |
| All | +267.1% | +19.6% | +247.5% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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