+233.7%
SMH vs EAT
+363.9%
-130.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +4.9% | -4.0% | +8.9% | +6.0% |
| 30D | -13.8% | -2.9% | -10.9% | -13.4% |
| 3M | -17.4% | -16.9% | -0.5% | -14.0% |
| 6M | -15.0% | +57.0% | -71.9% | -26.6% |
| YTD | +35.2% | +38.2% | -3.0% | +19.4% |
| 1Y | +41.6% | +69.3% | -27.7% | +17.2% |
| 3Y | +215.6% | +483.0% | -267.4% | +60.4% |
| All | +233.7% | +363.9% | -130.3% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling