+87.6%
SMH vs MAR
+28.2%
+59.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -2.8% | -5.4% | +2.6% | -1.8% |
| 3M | -6.7% | -15.5% | +8.8% | -3.3% |
| 6M | +41.8% | +3.0% | +38.8% | +38.2% |
| YTD | +57.9% | +8.5% | +49.3% | +53.1% |
| 1Y | +87.6% | +26.0% | +61.7% | +81.5% |
| All | +87.6% | +28.2% | +59.5% | +81.5% |
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