+2,361.1%
SMH vs SPMO
+575.0%
+1,786.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +4.3% | +2.7% | +1.6% | +1.0% |
| 30D | +0.9% | +1.1% | -0.2% | -0.3% |
| 3M | -2.8% | +2.0% | -4.9% | -4.2% |
| 6M | +45.6% | +26.5% | +19.1% | +11.7% |
| YTD | +59.5% | +26.5% | +33.0% | +22.7% |
| 1Y | +93.4% | +27.9% | +65.5% | +47.7% |
| 3Y | +287.1% | +160.4% | +126.7% | +36.8% |
| 5Y | +338.0% | +151.5% | +186.6% | +63.4% |
| 10Y | +1,876.8% | +526.3% | +1,350.5% | +280.8% |
| All | +2,361.1% | +575.0% | +1,786.1% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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