+1,253.2%
SMH vs O
+2,154.8%
-901.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +2.5% | -0.7% | +3.3% | +2.8% |
| 30D | -0.5% | -1.9% | +1.4% | +0.2% |
| 3M | -9.6% | +3.8% | -13.5% | -11.6% |
| 6M | +42.1% | -4.7% | +46.8% | +43.6% |
| YTD | +57.4% | +12.5% | +45.0% | +48.7% |
| 1Y | +96.2% | +10.8% | +85.4% | +86.1% |
| 3Y | +267.9% | +28.8% | +239.1% | +221.4% |
| 5Y | +327.7% | +13.2% | +314.5% | +292.8% |
| 10Y | +1,764.6% | +53.5% | +1,711.2% | +1,320.0% |
| All | +1,253.2% | +2,154.8% | -901.6% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling