+286.8%
SMH vs ON
-28.4%
+315.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +4.3% | -1.9% | +6.2% | +5.1% |
| 30D | +0.9% | -11.0% | +11.9% | +6.0% |
| 3M | -2.8% | -39.3% | +36.5% | +17.8% |
| 6M | +45.6% | +19.8% | +25.8% | +31.0% |
| YTD | +59.5% | +31.1% | +28.4% | +37.4% |
| 1Y | +93.4% | +46.0% | +47.4% | +58.0% |
| All | +286.8% | -28.4% | +315.2% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling