+43.4%
SMH vs O
+8.1%
+35.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -0.6% |
| 7D | -11.2% | +5.8% | -17.0% | -7.5% |
| 30D | -20.4% | +10.7% | -31.1% | -14.5% |
| 3M | -12.4% | -4.5% | -7.9% | -14.4% |
| 6M | -0.5% | -4.1% | +3.6% | -0.7% |
| YTD | +40.0% | +9.8% | +30.2% | +50.8% |
| 1Y | +43.4% | +11.3% | +32.1% | +54.6% |
| All | +43.4% | +8.1% | +35.3% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling