+327.2%
SMH vs NOC
+58.2%
+269.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | -2.8% | -9.7% | +6.9% | -3.4% |
| 3M | -6.7% | -5.6% | -1.1% | -6.9% |
| 6M | +41.8% | -28.6% | +70.3% | +40.7% |
| YTD | +57.9% | -7.9% | +65.7% | +57.6% |
| 1Y | +87.6% | -9.5% | +97.2% | +87.3% |
| 3Y | +282.9% | +28.4% | +254.6% | +281.7% |
| All | +327.2% | +58.2% | +269.0% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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