+1,384.3%
SMH vs MGY
+209.8%
+1,174.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +1.4% | +1.8% | -0.4% | +1.0% |
| 30D | -2.2% | +6.5% | -8.7% | -3.7% |
| 3M | -1.9% | +0.3% | -2.2% | -2.5% |
| 6M | +41.0% | -2.4% | +43.4% | +39.9% |
| YTD | +55.6% | +29.0% | +26.6% | +43.6% |
| 1Y | +86.8% | +17.0% | +69.8% | +76.2% |
| 3Y | +277.7% | +26.2% | +251.5% | +245.7% |
| 5Y | +324.2% | +92.3% | +231.8% | +243.4% |
| All | +1,384.3% | +209.8% | +1,174.5% | +968.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling