+62.8%
META vs SMH
+327.0%
-264.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.6% |
| 7D | +6.7% | +2.5% | +4.2% | +5.0% |
| 30D | +4.8% | -0.5% | +5.2% | +4.7% |
| 3M | -1.6% | -9.6% | +8.0% | +1.5% |
| 6M | -7.5% | +42.1% | -49.5% | -31.2% |
| YTD | -6.4% | +57.4% | -63.8% | -35.7% |
| 1Y | -17.3% | +96.2% | -113.6% | -52.1% |
| 3Y | +109.9% | +267.9% | -158.0% | -32.7% |
| All | +62.8% | +327.0% | -264.2% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling