+41.6%
SMH vs MP
-35.6%
+77.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -4.1% |
| 7D | +4.9% | +9.5% | -4.5% | +1.9% |
| 30D | -13.8% | -3.0% | -10.8% | -13.1% |
| 3M | -17.4% | -30.4% | +13.0% | -9.0% |
| 6M | -15.0% | -39.2% | +24.2% | -4.5% |
| YTD | +35.2% | -23.3% | +58.4% | +38.3% |
| 1Y | +41.6% | -32.6% | +74.2% | +48.9% |
| All | +41.6% | -35.6% | +77.2% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling