+1,253.2%
SMH vs KEY
+145.8%
+1,107.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +2.5% | +2.2% | +0.3% | +1.9% |
| 30D | -0.5% | -3.0% | +2.5% | +0.4% |
| 3M | -9.6% | +3.3% | -13.0% | -10.6% |
| 6M | +42.1% | +9.2% | +32.9% | +38.4% |
| YTD | +57.4% | +10.6% | +46.8% | +52.6% |
| 1Y | +96.2% | +20.4% | +75.8% | +85.2% |
| 3Y | +267.9% | +121.8% | +146.1% | +186.6% |
| 5Y | +327.7% | +41.1% | +286.5% | +265.7% |
| 10Y | +1,764.6% | +168.5% | +1,596.1% | +1,145.2% |
| All | +1,253.2% | +145.8% | +1,107.4% | +614.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling