+455.3%
SMH vs OWL
+27.7%
+427.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.3% |
| 7D | +4.3% | -6.4% | +10.7% | +6.8% |
| 30D | +0.9% | -5.0% | +5.8% | +2.4% |
| 3M | -2.8% | +15.4% | -18.2% | -8.8% |
| 6M | +45.6% | +15.5% | +30.1% | +34.6% |
| YTD | +59.5% | -22.7% | +82.1% | +72.3% |
| 1Y | +93.4% | -34.1% | +127.5% | +120.7% |
| 3Y | +287.1% | +5.1% | +282.0% | +265.8% |
| 5Y | +338.0% | -11.5% | +349.5% | +306.0% |
| All | +455.3% | +27.7% | +427.5% | +393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling