+233.7%
SMH vs MAR
+181.1%
+52.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | +4.9% | +1.6% | +3.3% | +3.9% |
| 30D | -13.8% | +13.8% | -27.6% | -20.4% |
| 3M | -17.4% | +20.3% | -37.7% | -26.4% |
| 6M | -15.0% | +21.3% | -36.3% | -25.7% |
| YTD | +35.2% | +37.2% | -2.0% | +8.0% |
| 1Y | +41.6% | +48.4% | -6.8% | +6.8% |
| 3Y | +215.6% | +120.1% | +95.5% | +77.4% |
| All | +233.7% | +181.1% | +52.6% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling