+43.4%
SMH vs MAR
+62.0%
-18.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.8% | -3.1% |
| 7D | -11.2% | +7.7% | -18.9% | -12.4% |
| 30D | -20.4% | +19.4% | -39.8% | -23.0% |
| 3M | -12.4% | +23.3% | -35.7% | -15.9% |
| 6M | -0.5% | +22.8% | -23.3% | -5.7% |
| YTD | +40.0% | +37.8% | +2.3% | +28.2% |
| 1Y | +43.4% | +57.4% | -14.0% | +27.7% |
| All | +43.4% | +62.0% | -18.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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