-18.2%
META vs SMH
+95.0%
-113.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +6.0% | +5.2% | +0.8% | +4.8% |
| 30D | +3.6% | -1.5% | +5.2% | +3.9% |
| 3M | +4.9% | -4.1% | +9.0% | +4.8% |
| 6M | -4.7% | +50.8% | -55.5% | -23.5% |
| YTD | -6.9% | +59.3% | -66.2% | -26.6% |
| 1Y | -18.2% | +94.1% | -112.3% | -36.8% |
| All | -18.2% | +95.0% | -113.2% | -36.8% |
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