+339.4%
SMH vs MSCI
-10.9%
+350.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.9% |
| 7D | +5.2% | -2.1% | +7.3% | +6.1% |
| 30D | -1.5% | -1.7% | +0.2% | -1.0% |
| 3M | -4.1% | -8.2% | +4.1% | -2.1% |
| 6M | +50.8% | -2.4% | +53.2% | +47.8% |
| YTD | +59.3% | -2.8% | +62.1% | +55.4% |
| 1Y | +94.1% | -2.7% | +96.7% | +87.3% |
| 3Y | +286.7% | +7.3% | +279.4% | +238.7% |
| 5Y | +339.4% | -11.4% | +350.8% | +306.8% |
| All | +339.4% | -10.9% | +350.3% | +306.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling