+339.4%
SMH vs KEY
+39.4%
+300.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +2.9% | +1.8% |
| 7D | +5.2% | +2.7% | +2.5% | +4.2% |
| 30D | -1.5% | -3.2% | +1.7% | -0.4% |
| 3M | -4.1% | +1.0% | -5.0% | -4.5% |
| 6M | +50.8% | +11.9% | +38.9% | +44.6% |
| YTD | +59.3% | +8.7% | +50.6% | +54.1% |
| 1Y | +94.1% | +18.5% | +75.6% | +81.7% |
| 3Y | +286.7% | +124.0% | +162.8% | +187.8% |
| 5Y | +339.4% | +40.8% | +298.6% | +310.0% |
| All | +339.4% | +39.4% | +300.0% | +310.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling