+1,475.7%
SMH vs KEY
+96.4%
+1,379.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | +4.9% | +2.9% | +2.0% | +3.9% |
| 30D | -13.8% | +8.4% | -22.2% | -16.2% |
| 3M | -17.4% | -5.8% | -11.6% | -15.7% |
| 6M | -15.0% | +5.4% | -20.4% | -16.8% |
| YTD | +35.2% | +7.1% | +28.1% | +31.4% |
| 1Y | +41.6% | +26.8% | +14.8% | +29.5% |
| 3Y | +215.6% | +128.7% | +86.9% | +131.0% |
| 5Y | +233.2% | +13.6% | +219.6% | +200.1% |
| All | +1,475.7% | +96.4% | +1,379.3% | +1,057.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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