+1,253.2%
SMH vs M
+127.2%
+1,126.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.9% |
| 7D | +2.5% | +4.7% | -2.2% | +1.2% |
| 30D | -0.5% | -9.6% | +9.2% | +2.2% |
| 3M | -9.6% | +0.9% | -10.5% | -10.3% |
| 6M | +42.1% | +22.3% | +19.8% | +33.4% |
| YTD | +57.4% | +6.5% | +50.9% | +52.8% |
| 1Y | +96.2% | +38.8% | +57.5% | +76.2% |
| 3Y | +267.9% | +115.9% | +152.0% | +176.0% |
| 5Y | +327.7% | +28.6% | +299.0% | +246.4% |
| 10Y | +1,764.6% | -2.5% | +1,767.2% | +1,201.2% |
| All | +1,253.2% | +127.2% | +1,126.0% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling