-46.6%
SMHB vs SPY
+205.8%
-252.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.8% |
| 7D | -6.4% | +3.3% | -9.7% | -12.5% |
| 30D | +1.3% | -2.7% | +4.0% | +6.3% |
| 3M | -18.7% | -1.7% | -16.9% | -16.3% |
| 6M | -10.1% | +3.1% | -13.2% | -17.2% |
| YTD | -3.0% | +11.9% | -14.9% | -24.8% |
| 1Y | +0.3% | +12.0% | -11.7% | -22.5% |
| 3Y | -1.0% | +78.2% | -79.1% | -71.5% |
| 5Y | -37.0% | +73.2% | -110.3% | -79.2% |
| All | -46.6% | +205.8% | -252.4% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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