+96.2%
SMH vs MTCH
+13.9%
+82.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +2.8% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | -0.5% | +9.7% | -10.2% | -1.8% |
| 3M | -9.6% | +21.1% | -30.7% | -13.1% |
| 6M | +42.1% | +37.5% | +4.6% | +32.2% |
| YTD | +57.4% | +31.9% | +25.5% | +48.8% |
| 1Y | +96.2% | +14.6% | +81.7% | +86.2% |
| All | +96.2% | +13.9% | +82.3% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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