+1,270.6%
SMH vs TGT
+731.0%
+539.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.4% |
| 7D | +4.3% | -3.6% | +7.9% | +5.8% |
| 30D | +0.9% | +4.4% | -3.6% | -1.2% |
| 3M | -2.8% | +25.4% | -28.2% | -12.3% |
| 6M | +45.6% | +33.4% | +12.3% | +27.5% |
| YTD | +59.5% | +65.6% | -6.1% | +27.1% |
| 1Y | +93.4% | +80.3% | +13.2% | +48.3% |
| 3Y | +287.1% | +42.1% | +245.0% | +207.2% |
| 5Y | +338.0% | -25.0% | +363.1% | +341.6% |
| 10Y | +1,876.8% | +208.2% | +1,668.6% | +906.5% |
| All | +1,270.6% | +731.0% | +539.6% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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