+282.9%
SMH vs TTWO
+50.8%
+232.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -2.8% | -11.3% | +8.5% | +0.5% |
| 3M | -6.7% | +1.6% | -8.3% | -8.4% |
| 6M | +41.8% | +2.1% | +39.7% | +37.7% |
| YTD | +57.9% | -15.8% | +73.7% | +65.1% |
| 1Y | +87.6% | -12.6% | +100.2% | +92.5% |
| 3Y | +282.9% | +48.2% | +234.7% | +202.6% |
| All | +282.9% | +50.8% | +232.2% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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