+1,109.9%
SMH vs ECL
+2,069.6%
-959.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | +0.5% | -2.3% | +2.8% | +2.1% |
| 30D | -14.2% | +8.3% | -22.5% | -18.4% |
| 3M | -11.5% | +8.4% | -20.0% | -16.3% |
| 6M | -12.0% | +23.3% | -35.3% | -23.9% |
| YTD | +40.8% | +18.2% | +22.6% | +24.6% |
| 1Y | +44.9% | +18.8% | +26.1% | +27.5% |
| 3Y | +226.7% | +78.5% | +148.2% | +118.6% |
| 5Y | +250.6% | +40.1% | +210.5% | +169.0% |
| 10Y | +1,523.4% | +196.5% | +1,326.9% | +640.0% |
| All | +1,109.9% | +2,069.6% | -959.7% | +50.4% |
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