-11.5%
SMH vs MOD
-45.2%
+33.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +3.5% |
| 7D | +0.5% | +8.2% | -7.7% | -2.4% |
| 30D | -14.2% | -38.2% | +23.9% | -0.2% |
| 3M | -11.5% | -46.2% | +34.7% | +6.5% |
| All | -11.5% | -45.2% | +33.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 3mo: compounded portfolio wealth divided by compounded MOD 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…
3mo analysis · Full analysis span regression · Available span rolling