+43.4%
SMH vs OMC
+24.5%
+18.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -8.0% | -1.7% |
| 7D | -11.2% | +12.5% | -23.7% | -9.1% |
| 30D | -20.4% | +16.3% | -36.7% | -18.1% |
| 3M | -12.4% | +8.1% | -20.5% | -10.7% |
| 6M | -0.5% | +17.2% | -17.7% | +2.6% |
| YTD | +40.0% | +11.8% | +28.3% | +43.6% |
| 1Y | +43.4% | +23.9% | +19.5% | +47.2% |
| All | +43.4% | +24.5% | +18.9% | +47.2% |
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