+327.2%
SMH vs MKTX
-60.5%
+387.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -6.7% | +40.8% | -47.5% | -12.2% |
| 6M | +41.8% | -8.0% | +49.8% | +43.6% |
| YTD | +57.9% | -8.7% | +66.6% | +59.8% |
| 1Y | +87.6% | -11.8% | +99.5% | +91.0% |
| 3Y | +282.9% | -24.0% | +307.0% | +283.8% |
| All | +327.2% | -60.5% | +387.7% | +384.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling