+733.3%
SPY vs SMH
+1,269.7%
-536.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.4% |
| 7D | +0.1% | +2.5% | -2.4% | -0.9% |
| 30D | +0.1% | -0.5% | +0.5% | +0.1% |
| 3M | +2.0% | -9.6% | +11.6% | +4.7% |
| 6M | +13.0% | +42.1% | -29.1% | -4.2% |
| YTD | +13.5% | +57.4% | -43.9% | -8.1% |
| 1Y | +20.0% | +96.2% | -76.3% | -11.7% |
| 3Y | +77.2% | +267.9% | -190.7% | -3.0% |
| 5Y | +81.9% | +327.7% | -245.8% | -9.1% |
| 10Y | +314.1% | +1,764.6% | -1,450.6% | +10.4% |
| All | +733.3% | +1,269.7% | -536.4% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMH.
Daily Out/Under-Performance
Portfolio return minus SMH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMH 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 SMH 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