+2,362.0%
MSFT vs SMH
+1,269.7%
+1,092.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.7% | -3.4% |
| 7D | -2.7% | +2.5% | -5.2% | -4.0% |
| 30D | +2.7% | -0.5% | +3.2% | +2.6% |
| 3M | +17.0% | -9.6% | +26.6% | +19.9% |
| 6M | +23.8% | +42.1% | -18.3% | -1.2% |
| YTD | +4.0% | +57.4% | -53.5% | -21.9% |
| 1Y | -0.8% | +96.2% | -97.0% | -34.3% |
| 3Y | +55.6% | +267.9% | -212.3% | -30.4% |
| 5Y | +72.9% | +327.7% | -254.8% | -30.3% |
| 10Y | +875.8% | +1,764.6% | -888.8% | +77.8% |
| All | +2,362.0% | +1,269.7% | +1,092.3% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling