+3,983.9%
SMH vs MSCI
+2,756.4%
+1,227.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | -0.5% | +0.6% | -1.0% | -0.9% |
| 3M | -9.6% | -7.1% | -2.6% | -8.3% |
| 6M | +42.1% | +0.8% | +41.2% | +38.4% |
| YTD | +57.4% | +1.0% | +56.5% | +52.4% |
| 1Y | +96.2% | +4.3% | +91.9% | +85.8% |
| 3Y | +267.9% | +9.9% | +258.0% | +233.6% |
| 5Y | +327.7% | -6.8% | +334.4% | +312.2% |
| 10Y | +1,764.6% | +614.7% | +1,150.0% | +708.8% |
| All | +3,983.9% | +2,756.4% | +1,227.5% | +938.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling