+41.6%
SMH vs O
+9.0%
+32.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -3.5% |
| 7D | +4.9% | -0.4% | +5.3% | +4.6% |
| 30D | -13.8% | +7.1% | -20.9% | -9.4% |
| 3M | -17.4% | -5.2% | -12.1% | -19.5% |
| 6M | -15.0% | -1.8% | -13.2% | -15.1% |
| YTD | +35.2% | +9.1% | +26.1% | +43.2% |
| 1Y | +41.6% | +9.7% | +31.9% | +49.9% |
| All | +41.6% | +9.0% | +32.6% | +49.9% |
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