+327.2%
SMH vs WY
-22.2%
+349.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +0.3% | -4.2% | +4.4% | +2.2% |
| 30D | -2.8% | -10.1% | +7.3% | +1.9% |
| 3M | -6.7% | -8.5% | +1.8% | -3.8% |
| 6M | +41.8% | -3.3% | +45.1% | +41.8% |
| YTD | +57.9% | -4.4% | +62.3% | +57.5% |
| 1Y | +87.6% | -11.5% | +99.1% | +94.5% |
| 3Y | +282.9% | -24.3% | +307.3% | +317.8% |
| All | +327.2% | -22.2% | +349.4% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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