+225.3%
SMH vs MSCI
+32.3%
+193.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +12.1% | -0.7% | +12.7% | +12.2% |
| 30D | -14.7% | +16.2% | -30.9% | -16.7% |
| 3M | -14.2% | +16.1% | -30.3% | -16.4% |
| 6M | -10.6% | +12.9% | -23.5% | -13.5% |
| YTD | +39.3% | +14.8% | +24.5% | +33.6% |
| 1Y | +41.6% | +13.8% | +27.8% | +36.1% |
| All | +225.3% | +32.3% | +193.0% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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