+1,817.6%
SMH vs MKSI
+524.1%
+1,293.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.3% |
| 7D | +0.3% | +2.7% | -2.4% | -1.2% |
| 30D | -2.8% | -12.8% | +10.0% | +4.8% |
| 3M | -6.7% | -22.5% | +15.8% | +5.8% |
| 6M | +41.8% | +19.4% | +22.4% | +24.8% |
| YTD | +57.9% | +67.7% | -9.9% | +12.9% |
| 1Y | +87.6% | +131.4% | -43.8% | +9.2% |
| 3Y | +282.9% | +197.3% | +85.6% | +78.1% |
| 5Y | +330.4% | +87.0% | +243.4% | +154.4% |
| All | +1,817.6% | +524.1% | +1,293.5% | +454.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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