+324.2%
SMH vs OMC
+31.0%
+293.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.9% |
| 7D | +1.4% | -6.2% | +7.6% | +3.6% |
| 30D | -2.2% | -7.6% | +5.4% | +0.2% |
| 3M | -1.9% | +7.4% | -9.3% | -6.0% |
| 6M | +41.0% | +0.1% | +40.9% | +38.6% |
| YTD | +55.6% | +0.4% | +55.1% | +51.0% |
| 1Y | +86.8% | +7.8% | +79.1% | +72.8% |
| 3Y | +277.7% | +11.8% | +265.8% | +229.1% |
| 5Y | +324.2% | +32.5% | +291.7% | +229.9% |
| All | +324.2% | +31.0% | +293.2% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling