+1,061.7%
SMH vs O
+2,086.5%
-1,024.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.7% |
| 7D | +4.9% | -0.4% | +5.3% | +5.1% |
| 30D | -13.8% | +7.1% | -20.9% | -16.3% |
| 3M | -17.4% | -5.2% | -12.1% | -16.0% |
| 6M | -15.0% | -1.8% | -13.2% | -15.3% |
| YTD | +35.2% | +9.1% | +26.1% | +28.7% |
| 1Y | +41.6% | +9.7% | +31.9% | +34.4% |
| 3Y | +215.6% | +39.1% | +176.5% | +166.4% |
| 5Y | +233.2% | +8.4% | +224.9% | +210.8% |
| 10Y | +1,458.7% | +80.2% | +1,378.5% | +1,009.2% |
| All | +1,061.7% | +2,086.5% | -1,024.8% | +67.5% |
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