+1,269.2%
SMH vs MTB
+907.9%
+361.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +5.2% | +2.8% | +2.5% | +4.1% |
| 30D | -1.5% | -4.2% | +2.6% | +0.1% |
| 3M | -4.1% | +7.8% | -11.9% | -7.3% |
| 6M | +50.8% | +14.8% | +35.9% | +41.8% |
| YTD | +59.3% | +20.8% | +38.5% | +46.5% |
| 1Y | +94.1% | +23.1% | +71.0% | +76.7% |
| 3Y | +286.7% | +114.8% | +171.9% | +176.4% |
| 5Y | +339.4% | +103.3% | +236.1% | +211.2% |
| 10Y | +1,803.3% | +173.0% | +1,630.3% | +986.9% |
| All | +1,269.2% | +907.9% | +361.3% | +321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling