+41.6%
SMH vs MA
+17.3%
+24.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.5% |
| 7D | +12.1% | -0.5% | +12.6% | +11.9% |
| 30D | -14.7% | +7.9% | -22.6% | -11.9% |
| 3M | -14.2% | +16.8% | -31.0% | -8.9% |
| 6M | -10.6% | +31.0% | -41.6% | -1.2% |
| YTD | +39.3% | +15.0% | +24.3% | +55.6% |
| 1Y | +41.6% | +17.0% | +24.5% | +57.7% |
| All | +41.6% | +17.3% | +24.3% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling