+327.2%
SMH vs MTB
+104.1%
+223.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -2.8% | -4.8% | +2.0% | -1.0% |
| 3M | -6.7% | +6.0% | -12.7% | -9.2% |
| 6M | +41.8% | +19.6% | +22.2% | +31.4% |
| YTD | +57.9% | +21.5% | +36.4% | +45.2% |
| 1Y | +87.6% | +24.7% | +62.9% | +70.4% |
| 3Y | +282.9% | +108.6% | +174.4% | +184.0% |
| All | +327.2% | +104.1% | +223.1% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling