+1,523.4%
SMH vs MA
+574.5%
+948.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.6% |
| 7D | +0.5% | -1.8% | +2.3% | +1.8% |
| 30D | -14.2% | +11.0% | -25.2% | -19.9% |
| 3M | -11.5% | +17.9% | -29.4% | -20.9% |
| 6M | -12.0% | +33.2% | -45.2% | -28.5% |
| YTD | +40.8% | +16.5% | +24.3% | +23.8% |
| 1Y | +44.9% | +19.1% | +25.8% | +25.2% |
| 3Y | +226.7% | +70.6% | +156.2% | +116.4% |
| 5Y | +250.6% | +92.1% | +158.5% | +113.5% |
| 10Y | +1,523.4% | +569.6% | +953.8% | +298.8% |
| All | +1,523.4% | +574.5% | +948.9% | +298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 10y: compounded portfolio wealth divided by compounded MA 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…
10y analysis · Full analysis span regression · 6 months rolling