+449.7%
SMH vs OWL
+24.2%
+425.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.0% |
| 7D | +0.3% | -10.1% | +10.4% | +4.3% |
| 30D | -2.8% | -11.9% | +9.1% | +1.6% |
| 3M | -6.7% | +10.7% | -17.4% | -11.1% |
| 6M | +41.8% | +22.1% | +19.6% | +28.2% |
| YTD | +57.9% | -24.8% | +82.7% | +72.4% |
| 1Y | +87.6% | -39.2% | +126.8% | +121.4% |
| 3Y | +282.9% | +1.7% | +281.2% | +266.3% |
| 5Y | +330.4% | -15.5% | +345.9% | +303.5% |
| All | +449.7% | +24.2% | +425.5% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling