+87.6%
SMH vs SYY
+6.6%
+81.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.5% |
| 7D | +0.3% | +3.9% | -3.7% | +0.3% |
| 30D | -2.8% | -1.7% | -1.0% | -2.7% |
| 3M | -6.7% | +5.2% | -11.9% | -7.1% |
| 6M | +41.8% | -0.2% | +42.0% | +40.1% |
| YTD | +57.9% | +15.4% | +42.5% | +62.2% |
| 1Y | +87.6% | +5.6% | +82.1% | +86.6% |
| All | +87.6% | +6.6% | +81.1% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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