+215.6%
SMH vs ON
+7.1%
+208.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -1.3% |
| 7D | +4.9% | +12.2% | -7.3% | -0.6% |
| 30D | -13.8% | -3.1% | -10.7% | -12.4% |
| 3M | -17.4% | -12.9% | -4.5% | -12.6% |
| 6M | -15.0% | -38.6% | +23.6% | +2.8% |
| YTD | +35.2% | +31.2% | +3.9% | +14.3% |
| 1Y | +41.6% | +47.6% | -6.0% | +13.1% |
| 3Y | +215.6% | +6.6% | +209.0% | +174.4% |
| All | +215.6% | +7.1% | +208.6% | +174.4% |
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