+93.4%
SMH vs TPR
+9.9%
+83.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.9% |
| 7D | +4.3% | -7.3% | +11.6% | +6.1% |
| 30D | +0.9% | -30.7% | +31.6% | +10.4% |
| 3M | -2.8% | -21.6% | +18.8% | +1.7% |
| 6M | +45.6% | -21.3% | +67.0% | +50.6% |
| YTD | +59.5% | -10.2% | +69.6% | +58.3% |
| 1Y | +93.4% | +9.5% | +83.9% | +80.6% |
| All | +93.4% | +9.9% | +83.6% | +80.6% |
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