+279.8%
SMH vs KEY
+132.7%
+147.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +2.5% | +2.2% | +0.3% | +1.6% |
| 30D | -0.5% | -3.0% | +2.5% | +0.7% |
| 3M | -9.6% | +3.3% | -13.0% | -10.9% |
| 6M | +42.1% | +9.2% | +32.9% | +36.9% |
| YTD | +57.4% | +10.6% | +46.8% | +50.6% |
| 1Y | +96.2% | +20.4% | +75.8% | +81.1% |
| All | +279.8% | +132.7% | +147.1% | +188.0% |
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