+96.2%
SMH vs TPR
+18.2%
+78.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.5% | -2.7% | +5.2% | +3.2% |
| 30D | -0.5% | -23.3% | +22.8% | +6.0% |
| 3M | -9.6% | -12.8% | +3.2% | -8.3% |
| 6M | +42.1% | -21.7% | +63.8% | +48.1% |
| YTD | +57.4% | -3.9% | +61.3% | +54.0% |
| 1Y | +96.2% | +16.9% | +79.3% | +81.7% |
| All | +96.2% | +18.2% | +78.1% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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