+327.2%
SMH vs KWEB
-42.7%
+369.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +0.3% | -5.6% | +5.8% | +2.0% |
| 30D | -2.8% | -10.7% | +7.9% | +0.5% |
| 3M | -6.7% | -7.4% | +0.7% | -4.8% |
| 6M | +41.8% | -19.3% | +61.1% | +50.7% |
| YTD | +57.9% | -27.8% | +85.6% | +73.4% |
| 1Y | +87.6% | -35.9% | +123.6% | +113.5% |
| 3Y | +282.9% | -1.9% | +284.9% | +277.2% |
| All | +327.2% | -42.7% | +369.9% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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