-12.0%
SMH vs MSCI
+14.3%
-26.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +5.1% |
| 7D | +0.5% | -1.9% | +2.4% | -0.4% |
| 30D | -14.2% | +16.5% | -30.7% | -7.5% |
| 3M | -11.5% | +18.2% | -29.7% | -3.9% |
| 6M | -12.0% | +14.0% | -26.0% | -4.7% |
| All | -12.0% | +14.3% | -26.4% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling