+1,270.6%
SMH vs WY
+192.6%
+1,078.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +4.3% | -1.7% | +6.0% | +5.2% |
| 30D | +0.9% | -9.9% | +10.7% | +5.7% |
| 3M | -2.8% | -7.5% | +4.7% | -0.2% |
| 6M | +45.6% | -5.1% | +50.8% | +47.3% |
| YTD | +59.5% | -2.1% | +61.6% | +58.1% |
| 1Y | +93.4% | -7.3% | +100.8% | +95.8% |
| 3Y | +287.1% | -22.6% | +309.7% | +316.8% |
| 5Y | +338.0% | -19.8% | +357.8% | +363.8% |
| 10Y | +1,876.8% | +9.6% | +1,867.3% | +1,546.5% |
| All | +1,270.6% | +192.6% | +1,078.0% | +505.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling