+3,827.8%
SMH vs MA
+15,793.6%
-11,965.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.1% |
| 7D | +2.5% | -2.7% | +5.2% | +3.8% |
| 30D | -0.5% | +1.5% | -2.0% | -1.4% |
| 3M | -9.6% | +20.4% | -30.1% | -18.0% |
| 6M | +42.1% | +11.1% | +30.9% | +33.1% |
| YTD | +57.4% | +2.0% | +55.5% | +53.0% |
| 1Y | +96.2% | -2.2% | +98.4% | +93.6% |
| 3Y | +267.9% | +41.9% | +226.0% | +203.6% |
| 5Y | +327.7% | +75.4% | +252.3% | +220.9% |
| 10Y | +1,764.6% | +527.5% | +1,237.1% | +740.8% |
| All | +3,827.8% | +15,793.6% | -11,965.8% | +709.1% |
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