+279.8%
SMH vs TPR
+308.4%
-28.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | -2.3% | +4.8% | +3.3% |
| 30D | -0.5% | -23.0% | +22.5% | +7.6% |
| 3M | -9.6% | -12.5% | +2.8% | -7.2% |
| 6M | +42.1% | -21.4% | +63.5% | +51.1% |
| YTD | +57.4% | -3.5% | +61.0% | +54.7% |
| 1Y | +96.2% | +17.4% | +78.9% | +78.1% |
| All | +279.8% | +308.4% | -28.6% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling