+34.4%
TSLA vs SMH
+282.5%
-248.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +3.0% | +4.3% | -1.3% | -0.4% |
| 30D | +11.2% | +0.9% | +10.3% | +10.1% |
| 3M | -7.3% | -2.8% | -4.4% | -6.7% |
| 6M | -7.7% | +45.6% | -53.4% | -33.9% |
| YTD | -18.2% | +59.5% | -77.7% | -46.2% |
| 1Y | +6.0% | +93.4% | -87.4% | -41.1% |
| All | +34.4% | +282.5% | -248.1% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling