-17.3%
META vs SMH
+99.4%
-116.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.4% |
| 7D | +6.7% | +2.5% | +4.2% | +6.1% |
| 30D | +4.8% | -0.5% | +5.2% | +4.8% |
| 3M | -1.6% | -9.6% | +8.0% | +0.5% |
| 6M | -7.5% | +42.1% | -49.5% | -24.3% |
| YTD | -6.4% | +57.4% | -63.8% | -26.0% |
| 1Y | -17.3% | +96.2% | -113.6% | -34.5% |
| All | -17.3% | +99.4% | -116.7% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling