+1,061.7%
SMH vs ECL
+2,079.5%
-1,017.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -4.0% |
| 7D | +4.9% | +2.9% | +2.1% | +3.1% |
| 30D | -13.8% | +7.5% | -21.3% | -17.7% |
| 3M | -17.4% | +12.2% | -29.6% | -23.5% |
| 6M | -15.0% | +24.6% | -39.5% | -26.9% |
| YTD | +35.2% | +18.8% | +16.4% | +19.2% |
| 1Y | +41.6% | +19.3% | +22.3% | +24.2% |
| 3Y | +215.6% | +78.2% | +137.4% | +111.3% |
| 5Y | +233.2% | +38.8% | +194.4% | +157.1% |
| 10Y | +1,458.7% | +197.8% | +1,260.8% | +608.2% |
| All | +1,061.7% | +2,079.5% | -1,017.9% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling