+87.6%
SMH vs MKTX
-10.6%
+98.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -2.8% | +0.7% | -3.5% | -2.8% |
| 3M | -6.7% | +40.8% | -47.5% | -1.9% |
| 6M | +41.8% | -8.0% | +49.8% | +31.4% |
| YTD | +57.9% | -8.7% | +66.6% | +44.9% |
| 1Y | +87.6% | -11.8% | +99.5% | +70.1% |
| All | +87.6% | -10.6% | +98.2% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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