+282.9%
SMH vs MCO
+42.6%
+240.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +0.9% |
| 7D | +0.3% | -3.8% | +4.0% | +1.6% |
| 30D | -2.8% | -0.4% | -2.4% | -3.0% |
| 3M | -6.7% | +7.7% | -14.4% | -10.8% |
| 6M | +41.8% | +7.0% | +34.8% | +35.1% |
| YTD | +57.9% | -6.4% | +64.3% | +60.7% |
| 1Y | +87.6% | -7.6% | +95.3% | +91.7% |
| 3Y | +282.9% | +43.2% | +239.7% | +199.9% |
| All | +282.9% | +42.6% | +240.3% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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