+226.8%
SMH vs KEY
+118.7%
+108.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +3.9% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -19.2% | +7.2% | -26.4% | -21.4% |
| 3M | -16.4% | -4.9% | -11.4% | -14.7% |
| 6M | -14.0% | +1.1% | -15.0% | -14.6% |
| YTD | +35.3% | +6.8% | +28.5% | +30.8% |
| 1Y | +40.4% | +23.3% | +17.2% | +27.7% |
| 3Y | +226.8% | +126.1% | +100.8% | +150.9% |
| All | +226.8% | +118.7% | +108.2% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling