+892.0%
SMH vs TXG
+24.6%
+867.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | +4.3% | +9.1% | -4.8% | +2.2% |
| 30D | +0.9% | +14.9% | -14.0% | -2.6% |
| 3M | -2.8% | +120.0% | -122.8% | -20.2% |
| 6M | +45.6% | +221.8% | -176.2% | +8.2% |
| YTD | +59.5% | +312.6% | -253.1% | +10.7% |
| 1Y | +93.4% | +398.4% | -305.0% | +26.0% |
| 3Y | +287.1% | +42.1% | +245.0% | +211.8% |
| 5Y | +338.0% | -63.5% | +401.5% | +343.2% |
| All | +892.0% | +24.6% | +867.4% | +680.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling