+87.6%
SMH vs TRU
-13.7%
+101.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.6% |
| 7D | +0.3% | -2.7% | +3.0% | 0.0% |
| 30D | -2.8% | -2.0% | -0.7% | -2.9% |
| 3M | -6.7% | +18.4% | -25.2% | -6.9% |
| 6M | +41.8% | +8.9% | +32.9% | +41.6% |
| YTD | +57.9% | -8.9% | +66.8% | +58.5% |
| 1Y | +87.6% | -15.9% | +103.5% | +87.0% |
| All | +87.6% | -13.7% | +101.3% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling