+2,623.9%
SMH vs KEYS
+1,113.8%
+1,510.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -1.1% |
| 7D | +0.3% | +3.5% | -3.2% | -2.0% |
| 30D | -2.8% | -4.5% | +1.7% | -0.1% |
| 3M | -6.7% | -0.4% | -6.3% | -6.3% |
| 6M | +41.8% | +19.1% | +22.6% | +27.4% |
| YTD | +57.9% | +66.7% | -8.8% | +11.6% |
| 1Y | +87.6% | +96.5% | -8.8% | +18.5% |
| 3Y | +282.9% | +155.2% | +127.8% | +101.6% |
| 5Y | +330.4% | +88.0% | +242.4% | +172.9% |
| 10Y | +1,857.0% | +1,046.8% | +810.2% | +406.7% |
| All | +2,623.9% | +1,113.8% | +1,510.1% | +601.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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