+215.6%
SMH vs MOD
+201.5%
+14.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +27.9% | -30.8% | -12.4% |
| 7D | +4.9% | +40.4% | -35.5% | -8.5% |
| 30D | -13.8% | -14.0% | +0.2% | -11.1% |
| 3M | -17.4% | -33.3% | +16.0% | -7.4% |
| 6M | -15.0% | -51.4% | +36.4% | +5.7% |
| YTD | +35.2% | +1.6% | +33.5% | +27.8% |
| 1Y | +41.6% | +5.4% | +36.2% | +31.1% |
| 3Y | +215.6% | +191.0% | +24.6% | +86.3% |
| All | +215.6% | +201.5% | +14.2% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling