+1,063.2%
SMH vs M
+148.1%
+915.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +2.8% |
| 7D | -4.1% | +2.5% | -6.7% | -4.9% |
| 30D | -19.2% | +10.1% | -29.3% | -21.6% |
| 3M | -16.4% | -0.9% | -15.4% | -16.7% |
| 6M | -14.0% | +30.2% | -44.1% | -21.0% |
| YTD | +35.3% | +16.3% | +19.0% | +27.6% |
| 1Y | +40.4% | +27.0% | +13.5% | +28.8% |
| 3Y | +226.8% | +154.5% | +72.4% | +134.0% |
| 5Y | +232.3% | -1.1% | +233.4% | +190.9% |
| 10Y | +1,469.9% | +0.5% | +1,469.5% | +988.3% |
| All | +1,063.2% | +148.1% | +915.2% | +223.4% |
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