+1,876.8%
SMH vs MA
+507.5%
+1,369.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | +4.3% | -3.5% | +7.8% | +6.6% |
| 30D | +0.9% | +0.8% | +0.1% | 0.0% |
| 3M | -2.8% | +14.8% | -17.6% | -12.2% |
| 6M | +45.6% | +10.0% | +35.6% | +33.7% |
| YTD | +59.5% | -0.1% | +59.6% | +55.3% |
| 1Y | +93.4% | -2.2% | +95.7% | +90.0% |
| 3Y | +287.1% | +39.3% | +247.8% | +193.6% |
| 5Y | +338.0% | +66.3% | +271.7% | +191.8% |
| 10Y | +1,876.8% | +513.2% | +1,363.6% | +413.2% |
| All | +1,876.8% | +507.5% | +1,369.3% | +413.2% |
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