+339.4%
SMH vs MA
+70.4%
+269.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +2.0% |
| 7D | +5.2% | -1.8% | +7.0% | +6.2% |
| 30D | -1.5% | +1.4% | -2.9% | -2.6% |
| 3M | -4.1% | +17.7% | -21.8% | -14.1% |
| 6M | +50.8% | +9.7% | +41.1% | +39.8% |
| YTD | +59.3% | +0.5% | +58.8% | +56.1% |
| 1Y | +94.1% | -2.1% | +96.2% | +92.7% |
| 3Y | +286.7% | +40.1% | +246.6% | +186.5% |
| 5Y | +339.4% | +67.5% | +271.9% | +182.6% |
| All | +339.4% | +70.4% | +269.0% | +182.6% |
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