+215.6%
SMH vs EAT
+476.7%
-261.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +4.9% | -4.0% | +8.9% | +5.7% |
| 30D | -13.8% | -2.9% | -10.9% | -13.5% |
| 3M | -17.4% | -16.9% | -0.5% | -14.9% |
| 6M | -15.0% | +57.0% | -71.9% | -23.7% |
| YTD | +35.2% | +38.2% | -3.0% | +23.5% |
| 1Y | +41.6% | +69.3% | -27.7% | +23.4% |
| 3Y | +215.6% | +483.0% | -267.4% | +105.7% |
| All | +215.6% | +476.7% | -261.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling