+1,109.9%
SMH vs M
+147.1%
+962.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +5.1% |
| 7D | +0.5% | -3.3% | +3.8% | +1.5% |
| 30D | -14.2% | +8.1% | -22.3% | -16.3% |
| 3M | -11.5% | +2.2% | -13.7% | -12.6% |
| 6M | -12.0% | +35.1% | -47.2% | -20.0% |
| YTD | +40.8% | +15.8% | +24.9% | +32.8% |
| 1Y | +44.9% | +25.8% | +19.0% | +33.2% |
| 3Y | +226.7% | +156.2% | +70.5% | +133.4% |
| 5Y | +250.6% | -2.4% | +252.9% | +207.9% |
| 10Y | +1,523.4% | -7.1% | +1,530.5% | +1,059.1% |
| All | +1,109.9% | +147.1% | +962.8% | +236.7% |
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