+1,253.2%
SMH vs EAT
+2,452.9%
-1,199.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -0.5% | +1.9% | -2.4% | -1.2% |
| 3M | -9.6% | +68.7% | -78.3% | -21.2% |
| 6M | +42.1% | +66.9% | -24.8% | +23.2% |
| YTD | +57.4% | +60.4% | -3.0% | +37.4% |
| 1Y | +96.2% | +44.0% | +52.2% | +74.1% |
| 3Y | +267.9% | +604.7% | -336.8% | +111.2% |
| 5Y | +327.7% | +347.0% | -19.4% | +163.9% |
| 10Y | +1,764.6% | +390.8% | +1,373.9% | +844.1% |
| All | +1,253.2% | +2,452.9% | -1,199.7% | +305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling