+327.2%
SMH vs MCO
+28.6%
+298.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +0.6% |
| 7D | +0.3% | -3.8% | +4.0% | +2.4% |
| 30D | -2.8% | -0.4% | -2.4% | -3.0% |
| 3M | -6.7% | +7.7% | -14.4% | -12.6% |
| 6M | +41.8% | +7.0% | +34.8% | +32.2% |
| YTD | +57.9% | -6.4% | +64.3% | +59.4% |
| 1Y | +87.6% | -7.6% | +95.3% | +89.6% |
| 3Y | +282.9% | +43.2% | +239.7% | +168.3% |
| All | +327.2% | +28.6% | +298.6% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling