+62.4%
MSFT vs SMH
+231.0%
-168.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.3% |
| 7D | -1.3% | +4.9% | -6.2% | -3.3% |
| 30D | -1.8% | -13.8% | +12.0% | +3.5% |
| 3M | +5.6% | -17.4% | +23.0% | +12.7% |
| 6M | +29.8% | -15.0% | +44.8% | +33.2% |
| YTD | +9.0% | +35.2% | -26.1% | -11.5% |
| 1Y | +4.9% | +41.6% | -36.7% | -17.0% |
| 3Y | +46.2% | +215.6% | -169.4% | -30.6% |
| All | +62.4% | +231.0% | -168.6% | -29.1% |
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