+327.2%
SMH vs M
+28.6%
+298.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | -0.6% |
| 7D | +0.3% | -4.2% | +4.5% | +1.3% |
| 30D | -2.8% | -7.2% | +4.4% | -1.0% |
| 3M | -6.7% | -11.1% | +4.4% | -4.3% |
| 6M | +41.8% | +28.8% | +13.0% | +31.3% |
| YTD | +57.9% | +2.0% | +55.8% | +54.8% |
| 1Y | +87.6% | +31.3% | +56.4% | +71.0% |
| 3Y | +282.9% | +119.1% | +163.9% | +183.2% |
| All | +327.2% | +28.6% | +298.6% | +271.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling