+4,037.4%
SMH vs TRGP
+2,265.4%
+1,772.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | -1.5% | +14.6% | -16.1% | -4.6% |
| 3M | -4.1% | +11.9% | -16.0% | -6.8% |
| 6M | +50.8% | +25.3% | +25.5% | +42.5% |
| YTD | +59.3% | +61.9% | -2.5% | +42.2% |
| 1Y | +94.1% | +87.3% | +6.8% | +67.3% |
| 3Y | +286.7% | +268.0% | +18.7% | +189.2% |
| 5Y | +339.4% | +638.2% | -298.8% | +184.6% |
| 10Y | +1,803.3% | +821.9% | +981.3% | +929.3% |
| All | +4,037.4% | +2,265.4% | +1,772.0% | +1,357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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