+286.8%
SMH vs O
+28.0%
+258.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -0.1% |
| 7D | +4.3% | -2.3% | +6.6% | +3.9% |
| 30D | +0.9% | -2.4% | +3.3% | +0.5% |
| 3M | -2.8% | -0.6% | -2.2% | -3.0% |
| 6M | +45.6% | -5.0% | +50.6% | +45.2% |
| YTD | +59.5% | +10.4% | +49.1% | +59.9% |
| 1Y | +93.4% | +6.6% | +86.9% | +93.8% |
| All | +286.8% | +28.0% | +258.8% | +281.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling