+1,269.2%
SMH vs NOC
+2,378.5%
-1,109.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +5.2% | -2.7% | +7.9% | +6.1% |
| 30D | -1.5% | -8.9% | +7.3% | +1.2% |
| 3M | -4.1% | -3.7% | -0.4% | -3.7% |
| 6M | +50.8% | -30.8% | +81.6% | +68.2% |
| YTD | +59.3% | -7.9% | +67.3% | +60.6% |
| 1Y | +94.1% | -9.4% | +103.5% | +96.2% |
| 3Y | +286.7% | +29.0% | +257.8% | +232.0% |
| 5Y | +339.4% | +56.1% | +283.4% | +236.0% |
| 10Y | +1,803.3% | +186.3% | +1,617.0% | +982.7% |
| All | +1,269.2% | +2,378.5% | -1,109.3% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling