+872.1%
MSFT vs SMH
+1,839.5%
-967.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.4% |
| 7D | -3.5% | +1.4% | -4.9% | -4.2% |
| 30D | -2.1% | -2.2% | +0.1% | -1.3% |
| 3M | +24.2% | -1.9% | +26.0% | +22.0% |
| 6M | +21.9% | +41.0% | -19.2% | -4.1% |
| YTD | +2.5% | +55.6% | -53.1% | -24.5% |
| 1Y | -0.8% | +86.8% | -87.6% | -34.9% |
| 3Y | +50.8% | +277.7% | -226.9% | -40.7% |
| 5Y | +73.5% | +324.2% | -250.6% | -39.2% |
| All | +872.1% | +1,839.5% | -967.5% | +20.2% |
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 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