+1,237.1%
SMH vs TDY
+3,978.6%
-2,741.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | +1.4% | -1.9% | +3.3% | +2.2% |
| 30D | -2.2% | -12.5% | +10.3% | +3.6% |
| 3M | -1.9% | -0.8% | -1.1% | -1.3% |
| 6M | +41.0% | -9.0% | +50.0% | +47.4% |
| YTD | +55.6% | +16.8% | +38.8% | +45.9% |
| 1Y | +86.8% | +9.5% | +77.4% | +79.7% |
| 3Y | +277.7% | +45.4% | +232.2% | +221.3% |
| 5Y | +324.2% | +37.8% | +286.3% | +271.3% |
| 10Y | +1,828.6% | +470.2% | +1,358.4% | +843.6% |
| All | +1,237.1% | +3,978.6% | -2,741.5% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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