+22.5%
MSFT vs SMH
+50.9%
-28.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.7% | -2.1% |
| 7D | -2.7% | +2.5% | -5.2% | -2.8% |
| 30D | +2.7% | -0.5% | +3.2% | +2.7% |
| 3M | +17.0% | -9.6% | +26.6% | +14.8% |
| All | +22.5% | +50.9% | -28.3% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling