+216.3%
SMH vs KEY
+13.5%
+202.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -11.2% | -1.3% | -9.9% | -10.8% |
| 30D | -25.8% | +5.1% | -30.9% | -27.1% |
| 3M | -18.8% | -7.1% | -11.7% | -16.7% |
| 6M | -15.6% | -4.4% | -11.2% | -14.5% |
| YTD | +28.8% | +4.0% | +24.8% | +26.4% |
| 1Y | +32.6% | +23.4% | +9.2% | +22.3% |
| 3Y | +213.6% | +113.9% | +99.7% | +137.3% |
| All | +216.3% | +13.5% | +202.8% | +224.3% |
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