+1,007.3%
SMH vs MOD
+508.6%
+498.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.1% |
| 7D | -11.2% | -25.5% | +14.3% | -4.5% |
| 30D | -25.8% | -49.0% | +23.2% | -11.8% |
| 3M | -18.8% | -49.8% | +31.0% | -3.6% |
| 6M | -15.6% | -64.8% | +49.2% | +9.5% |
| YTD | +28.8% | -27.6% | +56.5% | +36.4% |
| 1Y | +32.6% | -35.2% | +67.8% | +43.3% |
| 3Y | +213.6% | +137.1% | +76.5% | +131.2% |
| 5Y | +222.4% | +760.3% | -537.8% | +64.8% |
| 10Y | +1,429.6% | +938.8% | +490.8% | +516.3% |
| All | +1,007.3% | +508.6% | +498.7% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling