+324.2%
SMH vs NSC
+44.4%
+279.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.4% | -1.4% | +2.8% | +2.0% |
| 30D | -2.2% | -3.4% | +1.2% | -0.7% |
| 3M | -1.9% | +5.1% | -6.9% | -4.7% |
| 6M | +41.0% | +9.2% | +31.8% | +33.4% |
| YTD | +55.6% | +13.4% | +42.2% | +44.0% |
| 1Y | +86.8% | +20.8% | +66.0% | +67.0% |
| 3Y | +277.7% | +76.1% | +201.6% | +160.8% |
| 5Y | +324.2% | +45.3% | +278.9% | +234.5% |
| All | +324.2% | +44.4% | +279.8% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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