+1,269.2%
SMH vs MAR
+2,372.2%
-1,103.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.3% |
| 7D | +5.2% | -1.7% | +7.0% | +6.1% |
| 30D | -1.5% | -6.9% | +5.4% | +1.9% |
| 3M | -4.1% | -15.8% | +11.7% | +3.8% |
| 6M | +50.8% | +1.9% | +48.8% | +47.8% |
| YTD | +59.3% | +6.6% | +52.7% | +52.0% |
| 1Y | +94.1% | +23.7% | +70.4% | +70.6% |
| 3Y | +286.7% | +64.6% | +222.1% | +194.1% |
| 5Y | +339.4% | +156.4% | +183.1% | +166.1% |
| 10Y | +1,803.3% | +415.4% | +1,387.9% | +625.5% |
| All | +1,269.2% | +2,372.2% | -1,103.0% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling