+1,789.8%
SMH vs ED
+109.0%
+1,680.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | +1.4% | -1.9% | +3.2% | +1.5% |
| 30D | -2.2% | +0.1% | -2.3% | -2.2% |
| 3M | -1.9% | 0.0% | -1.9% | -2.0% |
| 6M | +41.0% | -2.5% | +43.5% | +41.0% |
| YTD | +55.6% | +10.1% | +45.5% | +53.7% |
| 1Y | +86.8% | +13.6% | +73.2% | +83.6% |
| 3Y | +277.7% | +32.4% | +245.2% | +253.0% |
| 5Y | +324.2% | +69.9% | +254.3% | +270.7% |
| All | +1,789.8% | +109.0% | +1,680.7% | +1,518.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling