+277.4%
SMH vs MAR
+63.6%
+213.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | +1.4% | -2.1% | +3.5% | +2.5% |
| 30D | -2.2% | -5.7% | +3.4% | +0.8% |
| 3M | -1.9% | -14.6% | +12.8% | +6.2% |
| 6M | +41.0% | +1.3% | +39.7% | +36.7% |
| YTD | +55.6% | +6.7% | +48.9% | +44.8% |
| 1Y | +86.8% | +26.4% | +60.4% | +53.2% |
| All | +277.4% | +63.6% | +213.8% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling