+87.6%
SMH vs Z
-62.2%
+149.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +1.6% |
| 7D | +0.3% | -6.0% | +6.3% | +0.1% |
| 30D | -2.8% | -2.3% | -0.5% | -2.9% |
| 3M | -6.7% | -0.6% | -6.1% | -6.4% |
| 6M | +41.8% | -27.6% | +69.4% | +45.5% |
| YTD | +57.9% | -52.4% | +110.2% | +64.2% |
| 1Y | +87.6% | -63.6% | +151.2% | +88.1% |
| All | +87.6% | -62.2% | +149.8% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling