+338.0%
SMH vs ECL
+25.4%
+312.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.3% |
| 7D | +4.3% | -2.7% | +7.1% | +5.9% |
| 30D | +0.9% | -4.3% | +5.1% | +3.1% |
| 3M | -2.8% | +3.2% | -6.0% | -5.6% |
| 6M | +45.6% | -2.9% | +48.5% | +46.2% |
| YTD | +59.5% | +4.3% | +55.2% | +53.0% |
| 1Y | +93.4% | +1.6% | +91.8% | +87.3% |
| 3Y | +287.1% | +54.3% | +232.8% | +180.4% |
| 5Y | +338.0% | +26.5% | +311.6% | +229.9% |
| All | +338.0% | +25.4% | +312.7% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling