+327.2%
SMH vs O
+15.7%
+311.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.3% | -2.9% | +3.1% | +0.9% |
| 30D | -2.8% | -4.5% | +1.7% | -1.9% |
| 3M | -6.7% | -2.6% | -4.1% | -6.6% |
| 6M | +41.8% | -5.6% | +47.4% | +43.0% |
| YTD | +57.9% | +9.3% | +48.6% | +52.1% |
| 1Y | +87.6% | +4.3% | +83.3% | +83.2% |
| 3Y | +282.9% | +27.4% | +255.5% | +235.1% |
| All | +327.2% | +15.7% | +311.5% | +303.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling