+297.2%
SMH vs COMP
-49.2%
+346.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +4.2% |
| 7D | -4.1% | +14.5% | -18.7% | -6.1% |
| 30D | -19.2% | +14.9% | -34.1% | -21.1% |
| 3M | -16.4% | -14.2% | -2.1% | -14.8% |
| 6M | -14.0% | +23.7% | -37.7% | -17.8% |
| YTD | +35.3% | +2.1% | +33.3% | +31.3% |
| 1Y | +40.4% | +26.2% | +14.2% | +31.8% |
| 3Y | +226.8% | +470.9% | -244.1% | +127.5% |
| 5Y | +232.3% | -14.0% | +246.3% | +181.5% |
| All | +297.2% | -49.2% | +346.4% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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