+1,448.7%
SMH vs M
-4.2%
+1,452.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -6.7% | +5.0% | -11.8% | -7.6% |
| 30D | -19.8% | +10.6% | -30.5% | -21.5% |
| 3M | -15.1% | +1.6% | -16.7% | -15.6% |
| 6M | -14.6% | +30.8% | -45.5% | -19.5% |
| YTD | +34.3% | +16.9% | +17.4% | +29.0% |
| 1Y | +35.2% | +26.3% | +9.0% | +27.7% |
| 3Y | +211.7% | +158.6% | +53.1% | +150.0% |
| 5Y | +240.5% | +2.1% | +238.4% | +208.0% |
| All | +1,448.7% | -4.2% | +1,452.9% | +1,199.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling