+124.1%
SMH vs MULL
+2,366.2%
-2,242.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.3% | +6.9% | -0.5% |
| 7D | +1.4% | +3.6% | -2.2% | +0.4% |
| 30D | -2.2% | +22.0% | -24.2% | -7.1% |
| 3M | -1.9% | -8.6% | +6.8% | -7.1% |
| 6M | +41.0% | +248.5% | -207.5% | -7.5% |
| YTD | +55.6% | +516.3% | -460.7% | -13.7% |
| 1Y | +86.8% | +2,036.6% | -1,949.8% | -27.7% |
| All | +124.1% | +2,366.2% | -2,242.0% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling