+327.2%
SMH vs TXG
-62.8%
+390.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.9% | +0.7% |
| 7D | +0.3% | +9.5% | -9.2% | -1.8% |
| 30D | -2.8% | +18.8% | -21.6% | -6.8% |
| 3M | -6.7% | +136.1% | -142.8% | -24.6% |
| 6M | +41.8% | +235.2% | -193.5% | +4.4% |
| YTD | +57.9% | +320.5% | -262.7% | +9.1% |
| 1Y | +87.6% | +425.2% | -337.5% | +20.8% |
| 3Y | +282.9% | +42.9% | +240.0% | +209.3% |
| All | +327.2% | -62.8% | +390.0% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling