+327.2%
SMH vs NOK
+112.2%
+215.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | -0.5% |
| 7D | +0.3% | +11.0% | -10.7% | -4.0% |
| 30D | -2.8% | +7.8% | -10.6% | -5.8% |
| 3M | -6.7% | -21.0% | +14.3% | +1.5% |
| 6M | +41.8% | +40.9% | +0.9% | +21.2% |
| YTD | +57.9% | +72.0% | -14.2% | +23.7% |
| 1Y | +87.6% | +140.9% | -53.3% | +22.3% |
| 3Y | +282.9% | +194.3% | +88.7% | +118.3% |
| All | +327.2% | +112.2% | +215.0% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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