+1,269.2%
SMH vs OMC
+241.4%
+1,027.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.1% |
| 7D | +5.2% | -5.8% | +11.0% | +8.3% |
| 30D | -1.5% | -4.8% | +3.3% | +0.6% |
| 3M | -4.1% | +9.2% | -13.3% | -10.3% |
| 6M | +50.8% | -2.5% | +53.2% | +48.8% |
| YTD | +59.3% | +2.6% | +56.8% | +49.9% |
| 1Y | +94.1% | +5.9% | +88.1% | +76.9% |
| 3Y | +286.7% | +14.2% | +272.5% | +229.6% |
| 5Y | +339.4% | +33.2% | +306.2% | +237.1% |
| 10Y | +1,803.3% | +33.4% | +1,769.9% | +1,234.8% |
| All | +1,269.2% | +241.4% | +1,027.8% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling