+1,817.6%
SMH vs MTCH
+208.0%
+1,609.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +0.3% | +1.3% | -1.0% | -0.1% |
| 30D | -2.8% | +15.9% | -18.7% | -7.1% |
| 3M | -6.7% | +23.3% | -30.0% | -12.9% |
| 6M | +41.8% | +40.1% | +1.6% | +27.2% |
| YTD | +57.9% | +33.6% | +24.3% | +43.1% |
| 1Y | +87.6% | +14.1% | +73.6% | +77.8% |
| 3Y | +282.9% | +1.4% | +281.5% | +261.6% |
| 5Y | +330.4% | -73.1% | +403.5% | +467.6% |
| All | +1,817.6% | +208.0% | +1,609.6% | +1,282.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling