+1,817.6%
SMH vs OMC
+34.2%
+1,783.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +0.3% | -4.4% | +4.6% | +1.9% |
| 30D | -2.8% | -7.6% | +4.8% | -0.3% |
| 3M | -6.7% | +4.5% | -11.2% | -9.7% |
| 6M | +41.8% | -0.3% | +42.0% | +39.3% |
| YTD | +57.9% | -0.1% | +58.0% | +53.1% |
| 1Y | +87.6% | +4.6% | +83.0% | +76.4% |
| 3Y | +282.9% | +10.5% | +272.5% | +244.8% |
| 5Y | +330.4% | +31.7% | +298.7% | +255.7% |
| All | +1,817.6% | +34.2% | +1,783.4% | +1,411.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling