+1,253.2%
SMH vs ON
+226.9%
+1,026.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +2.5% | +2.4% | +0.1% | +1.7% |
| 30D | -0.5% | -3.3% | +2.8% | +0.6% |
| 3M | -9.6% | -43.6% | +33.9% | +7.9% |
| 6M | +42.1% | +19.0% | +23.1% | +31.8% |
| YTD | +57.4% | +37.4% | +20.1% | +38.9% |
| 1Y | +96.2% | +54.8% | +41.5% | +65.7% |
| 3Y | +267.9% | -25.2% | +293.1% | +274.0% |
| 5Y | +327.7% | +62.7% | +264.9% | +237.6% |
| 10Y | +1,764.6% | +574.3% | +1,190.3% | +826.2% |
| All | +1,253.2% | +226.9% | +1,026.3% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling