+43.4%
SMH vs TRV
+54.4%
-11.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -0.4% |
| 7D | -11.2% | +3.9% | -15.0% | -8.8% |
| 30D | -20.4% | +13.5% | -33.9% | -13.2% |
| 3M | -12.4% | +8.9% | -21.3% | -6.7% |
| 6M | -0.5% | +36.8% | -37.3% | +25.6% |
| YTD | +40.0% | +42.7% | -2.7% | +79.1% |
| 1Y | +43.4% | +49.9% | -6.5% | +91.5% |
| All | +43.4% | +54.4% | -11.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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