+216.3%
SMH vs TPR
+255.4%
-39.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | -11.2% | +14.2% | -25.4% | -16.1% |
| 30D | -25.8% | +17.1% | -42.9% | -30.8% |
| 3M | -18.8% | -17.7% | -1.1% | -13.9% |
| 6M | -15.6% | -10.2% | -5.4% | -14.6% |
| YTD | +28.8% | +4.9% | +23.9% | +21.2% |
| 1Y | +32.6% | +36.1% | -3.6% | +10.9% |
| 3Y | +213.6% | +416.5% | -202.8% | +34.7% |
| All | +216.3% | +255.4% | -39.1% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling