+1,237.1%
SMH vs MTCH
+701.4%
+535.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.8% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -2.2% | +13.6% | -15.8% | -7.1% |
| 3M | -1.9% | +22.4% | -24.3% | -10.1% |
| 6M | +41.0% | +37.2% | +3.8% | +23.4% |
| YTD | +55.6% | +31.8% | +23.8% | +37.5% |
| 1Y | +86.8% | +12.9% | +73.9% | +74.6% |
| 3Y | +277.7% | -1.1% | +278.8% | +252.0% |
| 5Y | +324.2% | -73.5% | +397.7% | +519.5% |
| 10Y | +1,828.6% | +200.7% | +1,627.9% | +736.1% |
| All | +1,237.1% | +701.4% | +535.7% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling