+324.2%
SMH vs OWL
-15.5%
+339.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.5% | -0.7% |
| 7D | +1.4% | -11.9% | +13.3% | +7.1% |
| 30D | -2.2% | -13.7% | +11.5% | +3.9% |
| 3M | -1.9% | +12.3% | -14.1% | -7.9% |
| 6M | +41.0% | +15.0% | +26.0% | +28.5% |
| YTD | +55.6% | -25.7% | +81.3% | +73.6% |
| 1Y | +86.8% | -39.5% | +126.3% | +128.0% |
| 3Y | +277.7% | +0.9% | +276.7% | +244.8% |
| 5Y | +324.2% | -16.5% | +340.7% | +286.2% |
| All | +324.2% | -15.5% | +339.7% | +286.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling