+286.8%
SMH vs ED
+34.3%
+252.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | -0.4% |
| 7D | +4.3% | -0.2% | +4.5% | +4.2% |
| 30D | +0.9% | +1.9% | -1.1% | +2.3% |
| 3M | -2.8% | +1.9% | -4.7% | -1.1% |
| 6M | +45.6% | -2.3% | +47.9% | +45.5% |
| YTD | +59.5% | +10.9% | +48.6% | +72.0% |
| 1Y | +93.4% | +14.5% | +78.9% | +113.5% |
| All | +286.8% | +34.3% | +252.5% | +345.7% |
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 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