+1,663.7%
SMH vs TPR
+8,066.7%
-6,403.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.4% |
| 7D | +0.5% | +6.4% | -5.9% | -1.9% |
| 30D | -14.2% | +13.8% | -28.0% | -18.4% |
| 3M | -11.5% | -16.6% | +5.1% | -7.7% |
| 6M | -12.0% | +0.7% | -12.7% | -14.3% |
| YTD | +40.8% | +5.3% | +35.4% | +34.2% |
| 1Y | +44.9% | +32.4% | +12.5% | +27.6% |
| 3Y | +226.7% | +406.4% | -179.7% | +77.4% |
| 5Y | +250.6% | +227.9% | +22.7% | +115.1% |
| 10Y | +1,523.4% | +371.7% | +1,151.7% | +660.3% |
| All | +1,663.7% | +8,066.7% | -6,403.1% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling