+87.6%
SMH vs MKC
-23.2%
+110.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.6% |
| 7D | +0.3% | -1.5% | +1.7% | -0.3% |
| 30D | -2.8% | -3.1% | +0.3% | -3.8% |
| 3M | -6.7% | +5.2% | -11.9% | -4.4% |
| 6M | +41.8% | -12.8% | +54.6% | +40.4% |
| YTD | +57.9% | -23.3% | +81.2% | +52.1% |
| 1Y | +87.6% | -24.1% | +111.8% | +84.5% |
| All | +87.6% | -23.2% | +110.8% | +84.5% |
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