+93.4%
SMH vs M
+30.1%
+63.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.1% |
| 7D | +4.3% | -4.1% | +8.4% | +5.3% |
| 30D | +0.9% | -13.6% | +14.5% | +4.4% |
| 3M | -2.8% | -2.3% | -0.5% | -3.3% |
| 6M | +45.6% | +21.9% | +23.7% | +36.8% |
| YTD | +59.5% | -0.6% | +60.1% | +55.4% |
| 1Y | +93.4% | +29.7% | +63.7% | +72.8% |
| All | +93.4% | +30.1% | +63.3% | +72.8% |
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