+1,237.1%
SMH vs TTWO
+2,669.9%
-1,432.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.1% |
| 7D | +1.4% | +1.3% | +0.1% | +1.0% |
| 30D | -2.2% | -13.4% | +11.2% | +1.3% |
| 3M | -1.9% | +3.1% | -5.0% | -3.2% |
| 6M | +41.0% | +3.8% | +37.2% | +38.2% |
| YTD | +55.6% | -15.3% | +70.8% | +60.2% |
| 1Y | +86.8% | -11.1% | +97.9% | +89.7% |
| 3Y | +277.7% | +52.0% | +225.7% | +231.7% |
| 5Y | +324.2% | +40.9% | +283.2% | +273.6% |
| 10Y | +1,828.6% | +407.6% | +1,421.0% | +1,130.6% |
| All | +1,237.1% | +2,669.9% | -1,432.7% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling