+87.6%
SMH vs ON
+57.2%
+30.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | -2.3% |
| 7D | +0.3% | +2.4% | -2.1% | -1.0% |
| 30D | -2.8% | -8.6% | +5.8% | +1.0% |
| 3M | -6.7% | -34.3% | +27.6% | +9.3% |
| 6M | +41.8% | +28.5% | +13.2% | +23.2% |
| YTD | +57.9% | +40.6% | +17.3% | +31.3% |
| 1Y | +87.6% | +55.3% | +32.3% | +48.3% |
| All | +87.6% | +57.2% | +30.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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