+1,406.1%
SMH vs MGY
+210.4%
+1,195.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | +3.5% | -3.3% | -0.5% |
| 30D | -2.8% | +5.3% | -8.1% | -4.0% |
| 3M | -6.7% | +2.6% | -9.4% | -7.8% |
| 6M | +41.8% | -3.3% | +45.1% | +40.9% |
| YTD | +57.9% | +29.2% | +28.6% | +45.6% |
| 1Y | +87.6% | +18.0% | +69.6% | +76.6% |
| 3Y | +282.9% | +30.0% | +252.9% | +248.2% |
| 5Y | +330.4% | +92.7% | +237.7% | +248.3% |
| All | +1,406.1% | +210.4% | +1,195.7% | +984.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling