+43.4%
SMH vs MULL
+444.9%
-401.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.8% | +11.0% | 0.0% |
| 7D | -11.2% | -35.9% | +24.7% | -3.4% |
| 30D | -20.4% | -47.3% | +26.9% | -10.7% |
| 3M | -12.4% | -30.6% | +18.2% | -7.8% |
| 6M | -0.5% | +13.7% | -14.2% | -11.4% |
| YTD | +40.0% | +272.1% | -232.1% | -3.7% |
| 1Y | +43.4% | +475.1% | -431.7% | -10.6% |
| All | +43.4% | +444.9% | -401.5% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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