+1,475.7%
SMH vs ED
+147.1%
+1,328.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.0% |
| 7D | +4.9% | +2.1% | +2.9% | +4.9% |
| 30D | -13.8% | +10.4% | -24.2% | -14.1% |
| 3M | -17.4% | +12.5% | -29.9% | -17.7% |
| 6M | -15.0% | +14.9% | -29.9% | -15.6% |
| YTD | +35.2% | +24.8% | +10.3% | +33.0% |
| 1Y | +41.6% | +23.8% | +17.8% | +39.3% |
| 3Y | +215.6% | +51.6% | +164.0% | +193.4% |
| 5Y | +233.2% | +86.4% | +146.8% | +192.9% |
| All | +1,475.7% | +147.1% | +1,328.6% | +1,257.7% |
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