+282.9%
SMH vs TRU
-1.3%
+284.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +0.3% | -2.7% | +3.0% | +0.9% |
| 30D | -2.8% | -2.0% | -0.7% | -2.6% |
| 3M | -6.7% | +18.4% | -25.2% | -12.6% |
| 6M | +41.8% | +8.9% | +32.9% | +35.4% |
| YTD | +57.9% | -8.9% | +66.8% | +58.8% |
| 1Y | +87.6% | -15.9% | +103.5% | +93.4% |
| 3Y | +282.9% | -1.1% | +284.0% | +283.3% |
| All | +282.9% | -1.3% | +284.2% | +283.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling