+324.2%
SMH vs EAT
+308.2%
+16.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | +1.4% | -6.2% | +7.6% | +3.1% |
| 30D | -2.2% | -3.0% | +0.8% | -1.8% |
| 3M | -1.9% | +45.6% | -47.5% | -12.4% |
| 6M | +41.0% | +53.5% | -12.5% | +22.6% |
| YTD | +55.6% | +49.6% | +6.0% | +35.7% |
| 1Y | +86.8% | +38.9% | +47.9% | +64.9% |
| 3Y | +277.7% | +589.7% | -312.0% | +86.3% |
| 5Y | +324.2% | +318.7% | +5.5% | +118.0% |
| All | +324.2% | +308.2% | +16.0% | +118.0% |
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