+1,872.6%
SMH vs TPR
+7,380.8%
-5,508.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 6M | +42.1% | -21.4% | +63.5% | +51.4% |
| YTD | +57.4% | -3.5% | +61.0% | +56.0% |
| 1Y | +96.2% | +17.4% | +78.9% | +81.1% |
| 3Y | +267.9% | +291.3% | -23.3% | +119.5% |
| 5Y | +327.7% | +241.9% | +85.8% | +160.7% |
| 10Y | +1,764.6% | +322.7% | +1,442.0% | +813.7% |
| All | +1,872.6% | +7,380.8% | -5,508.2% | +258.7% |
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