+228.7%
SMH vs ED
+47.9%
+180.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +0.5% | -0.9% | +1.5% | 0.0% |
| 30D | -14.2% | +11.2% | -25.4% | -6.4% |
| 3M | -11.5% | +11.8% | -23.3% | -3.0% |
| 6M | -12.0% | +14.1% | -26.1% | -1.3% |
| YTD | +40.8% | +23.0% | +17.8% | +66.7% |
| 1Y | +44.9% | +23.7% | +21.2% | +72.7% |
| All | +228.7% | +47.9% | +180.8% | +321.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling