+1,270.6%
SMH vs NOK
-61.2%
+1,331.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +4.3% | +9.3% | -5.0% | +0.9% |
| 30D | +0.9% | +17.9% | -17.0% | -5.3% |
| 3M | -2.8% | -22.3% | +19.5% | +6.2% |
| 6M | +45.6% | +36.4% | +9.2% | +27.0% |
| YTD | +59.5% | +66.3% | -6.8% | +28.5% |
| 1Y | +93.4% | +134.4% | -41.0% | +34.4% |
| 3Y | +287.1% | +186.6% | +100.5% | +142.5% |
| 5Y | +338.0% | +102.7% | +235.4% | +211.8% |
| 10Y | +1,876.8% | +129.8% | +1,747.0% | +1,022.0% |
| All | +1,270.6% | -61.2% | +1,331.7% | +892.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling