+43.4%
SMH vs MKC
-18.2%
+61.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.2% | -0.6% |
| 7D | -11.2% | +9.6% | -20.8% | -7.7% |
| 30D | -20.4% | +12.0% | -32.5% | -16.5% |
| 3M | -12.4% | -2.0% | -10.4% | -12.2% |
| 6M | -0.5% | +7.2% | -7.7% | +3.5% |
| YTD | +40.0% | -23.7% | +63.8% | +36.7% |
| 1Y | +43.4% | -18.3% | +61.7% | +44.9% |
| All | +43.4% | -18.2% | +61.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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