+425.7%
META vs SMH
+1,496.4%
-1,070.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | +0.1% | +2.0% |
| 7D | +5.7% | -4.1% | +9.8% | +8.0% |
| 30D | -10.8% | -19.2% | +8.5% | +1.0% |
| 3M | +8.4% | -16.4% | +24.8% | +19.4% |
| 6M | +5.4% | -14.0% | +19.4% | +9.7% |
| YTD | -2.6% | +35.3% | -37.9% | -26.0% |
| 1Y | +3.5% | +40.4% | -36.9% | -23.8% |
| 3Y | +102.0% | +226.8% | -124.8% | -22.8% |
| 5Y | +93.1% | +232.3% | -139.2% | -28.0% |
| 10Y | +425.7% | +1,469.9% | -1,044.3% | -29.3% |
| All | +425.7% | +1,496.4% | -1,070.8% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling