+3,400.3%
SMH vs MELI
+8,841.9%
-5,441.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.9% |
| 7D | +1.4% | -4.3% | +5.6% | +2.5% |
| 30D | -2.2% | -1.7% | -0.5% | -2.1% |
| 3M | -1.9% | +20.0% | -21.9% | -7.3% |
| 6M | +41.0% | +9.4% | +31.6% | +35.7% |
| YTD | +55.6% | -5.4% | +60.9% | +55.0% |
| 1Y | +86.8% | -18.8% | +105.7% | +92.9% |
| 3Y | +277.7% | +33.5% | +244.2% | +233.5% |
| 5Y | +324.2% | +3.2% | +321.0% | +274.8% |
| 10Y | +1,828.6% | +967.9% | +860.7% | +802.5% |
| All | +3,400.3% | +8,841.9% | -5,441.7% | +750.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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