+43.4%
SMH vs M
+36.6%
+6.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.6% | -10.4% | -4.1% |
| 7D | -11.2% | +8.3% | -19.4% | -12.5% |
| 30D | -20.4% | +14.2% | -34.6% | -22.6% |
| 3M | -12.4% | -1.1% | -11.3% | -12.1% |
| 6M | -0.5% | +36.6% | -37.1% | -8.2% |
| YTD | +40.0% | +19.8% | +20.2% | +30.4% |
| 1Y | +43.4% | +37.2% | +6.2% | +29.1% |
| All | +43.4% | +36.6% | +6.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling