+1,817.6%
SMH vs MKC
+29.9%
+1,787.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | +0.3% | -1.5% | +1.7% | +0.5% |
| 30D | -2.8% | -3.1% | +0.3% | -2.4% |
| 3M | -6.7% | +5.2% | -11.9% | -8.1% |
| 6M | +41.8% | -12.8% | +54.6% | +44.9% |
| YTD | +57.9% | -23.3% | +81.2% | +65.5% |
| 1Y | +87.6% | -24.1% | +111.8% | +96.6% |
| 3Y | +282.9% | -32.1% | +315.0% | +307.4% |
| 5Y | +330.4% | -32.8% | +363.2% | +349.3% |
| All | +1,817.6% | +29.9% | +1,787.7% | +1,492.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling