+96.2%
SMH vs OMC
+9.8%
+86.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.3% |
| 7D | +2.5% | -6.4% | +8.9% | +1.6% |
| 30D | -0.5% | +1.1% | -1.6% | -0.3% |
| 3M | -9.6% | +10.4% | -20.1% | -8.3% |
| 6M | +42.1% | -1.7% | +43.8% | +43.3% |
| YTD | +57.4% | +4.4% | +53.0% | +58.6% |
| 1Y | +96.2% | +8.4% | +87.8% | +98.5% |
| All | +96.2% | +9.8% | +86.5% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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