+41.6%
SMH vs ED
+24.8%
+16.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -1.5% |
| 7D | +4.9% | +2.1% | +2.9% | +7.3% |
| 30D | -13.8% | +10.4% | -24.2% | -3.8% |
| 3M | -17.4% | +12.5% | -29.9% | -6.0% |
| 6M | -15.0% | +14.9% | -29.9% | -0.2% |
| YTD | +35.2% | +24.8% | +10.3% | +70.3% |
| 1Y | +41.6% | +23.8% | +17.8% | +77.5% |
| All | +41.6% | +24.8% | +16.8% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling