+72.3%
MSFT vs SMH
+339.6%
-267.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.0% | +4.3% | -5.4% | -2.8% |
| 30D | -2.7% | +0.9% | -3.5% | -3.3% |
| 3M | +22.1% | -2.8% | +24.9% | +20.9% |
| 6M | +20.6% | +45.6% | -25.0% | -2.7% |
| YTD | +2.3% | +59.5% | -57.2% | -21.6% |
| 1Y | -0.5% | +93.4% | -94.0% | -31.3% |
| 3Y | +50.5% | +287.1% | -236.6% | -34.2% |
| 5Y | +72.3% | +338.0% | -265.7% | -33.0% |
| All | +72.3% | +339.6% | -267.3% | -33.0% |
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