+1,270.6%
SMH vs MDY
+902.4%
+368.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +1.3% |
| 7D | +4.3% | -0.8% | +5.1% | +5.2% |
| 30D | +0.9% | -3.9% | +4.7% | +5.5% |
| 3M | -2.8% | 0.0% | -2.8% | -2.1% |
| 6M | +45.6% | +8.5% | +37.1% | +34.6% |
| YTD | +59.5% | +13.2% | +46.2% | +40.8% |
| 1Y | +93.4% | +15.0% | +78.4% | +68.0% |
| 3Y | +287.1% | +49.6% | +237.5% | +153.5% |
| 5Y | +338.0% | +46.0% | +292.0% | +201.4% |
| 10Y | +1,876.8% | +176.4% | +1,700.5% | +553.3% |
| All | +1,270.6% | +902.4% | +368.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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