+1,817.6%
SMH vs MAR
+450.9%
+1,366.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.7% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | -2.8% | -5.4% | +2.6% | -0.3% |
| 3M | -6.7% | -15.5% | +8.8% | +0.2% |
| 6M | +41.8% | +3.0% | +38.8% | +38.4% |
| YTD | +57.9% | +8.5% | +49.3% | +49.6% |
| 1Y | +87.6% | +26.0% | +61.7% | +64.4% |
| 3Y | +282.9% | +68.6% | +214.3% | +192.1% |
| 5Y | +330.4% | +157.4% | +173.0% | +172.8% |
| All | +1,817.6% | +450.9% | +1,366.7% | +880.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling