+41.6%
SMH vs ECL
+19.9%
+21.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.1% |
| 7D | +4.9% | +2.9% | +2.1% | +4.7% |
| 30D | -13.8% | +7.5% | -21.3% | -13.8% |
| 3M | -17.4% | +12.2% | -29.6% | -17.8% |
| 6M | -15.0% | +24.6% | -39.5% | -19.0% |
| YTD | +35.2% | +18.8% | +16.4% | +33.0% |
| 1Y | +41.6% | +19.3% | +22.3% | +39.4% |
| All | +41.6% | +19.9% | +21.7% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling