+3,411.8%
SMH vs MA
+18,058.0%
-14,646.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +0.5% | -1.8% | +2.3% | +1.5% |
| 30D | -14.2% | +11.0% | -25.2% | -18.5% |
| 3M | -11.5% | +17.9% | -29.4% | -18.5% |
| 6M | -12.0% | +33.2% | -45.2% | -24.3% |
| YTD | +40.8% | +16.5% | +24.3% | +28.1% |
| 1Y | +44.9% | +19.1% | +25.8% | +30.3% |
| 3Y | +226.7% | +70.6% | +156.2% | +146.6% |
| 5Y | +250.6% | +92.1% | +158.5% | +152.0% |
| 10Y | +1,523.4% | +569.6% | +953.8% | +603.2% |
| All | +3,411.8% | +18,058.0% | -14,646.2% | +577.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling