+1,270.6%
SMH vs MO
+5,353.1%
-4,082.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.3% | -2.4% | +6.7% | +4.9% |
| 30D | +0.9% | +3.6% | -2.7% | -0.1% |
| 3M | -2.8% | -3.7% | +0.9% | -2.9% |
| 6M | +45.6% | +4.5% | +41.1% | +42.1% |
| YTD | +59.5% | +21.5% | +38.0% | +49.7% |
| 1Y | +93.4% | +9.5% | +83.9% | +85.6% |
| 3Y | +287.1% | +93.6% | +193.5% | +213.8% |
| 5Y | +338.0% | +97.5% | +240.5% | +249.1% |
| 10Y | +1,876.8% | +111.2% | +1,765.7% | +1,397.0% |
| All | +1,270.6% | +5,353.1% | -4,082.5% | +700.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 all: compounded portfolio wealth divided by compounded MO 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…
all analysis · Full analysis span regression · 6 months rolling