+87.6%
SMH vs MGY
+19.0%
+68.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.3% | +3.5% | -3.3% | +0.7% |
| 30D | -2.8% | +5.3% | -8.1% | -2.0% |
| 3M | -6.7% | +2.6% | -9.4% | -5.7% |
| 6M | +41.8% | -3.3% | +45.1% | +40.0% |
| YTD | +57.9% | +29.2% | +28.6% | +49.0% |
| 1Y | +87.6% | +18.0% | +69.6% | +80.5% |
| All | +87.6% | +19.0% | +68.6% | +80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling