-32.4%
SMHB vs SPY
+210.4%
-242.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.9% |
| 30D | +4.8% | +0.1% | +4.7% | +4.6% |
| 3M | +12.6% | +2.0% | +10.7% | +6.8% |
| 6M | +13.3% | +13.0% | +0.2% | -13.2% |
| YTD | +22.7% | +13.5% | +9.2% | -7.0% |
| 1Y | +6.3% | +20.0% | -13.6% | -28.1% |
| 3Y | +4.7% | +77.2% | -72.5% | -68.8% |
| 5Y | -15.1% | +81.9% | -97.0% | -74.8% |
| All | -32.4% | +210.4% | -242.8% | -93.0% |
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