+91.5%
SMH vs T
-10.0%
+101.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.8% |
| 7D | +4.3% | -3.1% | +7.4% | +2.7% |
| 30D | +0.9% | +4.6% | -3.7% | +3.3% |
| 3M | -2.8% | +12.2% | -15.1% | +4.4% |
| 6M | +45.6% | -6.5% | +52.1% | +45.9% |
| YTD | +59.5% | +4.9% | +54.6% | +65.6% |
| All | +91.5% | -10.0% | +101.5% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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