+282.9%
SMH vs T
+111.0%
+172.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +2.2% |
| 7D | +0.3% | +1.5% | -1.2% | +0.8% |
| 30D | -2.8% | +7.5% | -10.3% | -0.1% |
| 3M | -6.7% | +14.8% | -21.5% | -1.1% |
| 6M | +41.8% | -1.7% | +43.5% | +43.8% |
| YTD | +57.9% | +8.7% | +49.2% | +65.1% |
| 1Y | +87.6% | -7.5% | +95.1% | +88.4% |
| 3Y | +282.9% | +110.2% | +172.7% | +374.6% |
| All | +282.9% | +111.0% | +172.0% | +374.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling