+211.1%
SMH vs TPR
+389.0%
-177.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.9% |
| 7D | -11.2% | +14.2% | -25.4% | -15.1% |
| 30D | -25.8% | +17.1% | -42.9% | -29.8% |
| 3M | -18.8% | -17.7% | -1.1% | -14.4% |
| 6M | -15.6% | -10.2% | -5.4% | -14.6% |
| YTD | +28.8% | +4.9% | +23.9% | +22.4% |
| 1Y | +32.6% | +36.1% | -3.6% | +13.5% |
| All | +211.1% | +389.0% | -177.9% | +64.9% |
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