+240.5%
SMH vs MA
+93.9%
+146.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -1.0% |
| 7D | -6.7% | +1.8% | -8.5% | -7.6% |
| 30D | -19.8% | +11.8% | -31.7% | -25.0% |
| 3M | -15.1% | +17.2% | -32.2% | -23.1% |
| 6M | -14.6% | +33.4% | -48.0% | -29.8% |
| YTD | +34.3% | +16.1% | +18.1% | +20.5% |
| 1Y | +35.2% | +19.9% | +15.3% | +18.1% |
| 3Y | +211.7% | +70.1% | +141.6% | +99.0% |
| 5Y | +240.5% | +89.6% | +150.8% | +95.9% |
| All | +240.5% | +93.9% | +146.6% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling