+96.2%
SMH vs MTB
+23.4%
+72.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.5% | +1.7% | +0.8% | +2.1% |
| 30D | -0.5% | -4.2% | +3.7% | +0.5% |
| 3M | -9.6% | +8.9% | -18.5% | -12.1% |
| 6M | +42.1% | +10.9% | +31.2% | +36.2% |
| YTD | +57.4% | +21.5% | +36.0% | +47.2% |
| 1Y | +96.2% | +21.9% | +74.3% | +77.0% |
| All | +96.2% | +23.4% | +72.8% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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