+1,253.2%
SMH vs ECL
+1,863.0%
-609.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +2.5% | -2.6% | +5.1% | +4.2% |
| 30D | -0.5% | -2.2% | +1.7% | +0.6% |
| 3M | -9.6% | +10.1% | -19.8% | -15.9% |
| 6M | +42.1% | -5.7% | +47.8% | +45.3% |
| YTD | +57.4% | +7.0% | +50.5% | +48.6% |
| 1Y | +96.2% | +2.7% | +93.6% | +88.7% |
| 3Y | +267.9% | +57.7% | +210.2% | +166.0% |
| 5Y | +327.7% | +31.1% | +296.5% | +241.9% |
| 10Y | +1,764.6% | +150.9% | +1,613.8% | +846.1% |
| All | +1,253.2% | +1,863.0% | -609.8% | +79.4% |
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 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