+2,350.6%
SMH vs Z
+25.1%
+2,325.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.1% |
| 7D | +2.5% | -3.0% | +5.5% | +3.2% |
| 30D | -0.5% | -4.2% | +3.7% | +0.1% |
| 3M | -9.6% | -3.7% | -5.9% | -10.0% |
| 6M | +42.1% | -24.5% | +66.6% | +49.9% |
| YTD | +57.4% | -49.3% | +106.7% | +82.8% |
| 1Y | +96.2% | -58.7% | +154.9% | +138.7% |
| 3Y | +267.9% | -34.1% | +302.1% | +279.7% |
| 5Y | +327.7% | -64.5% | +392.2% | +379.7% |
| 10Y | +1,764.6% | -0.5% | +1,765.1% | +1,378.3% |
| All | +2,350.6% | +25.1% | +2,325.5% | +1,719.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling