+250.6%
SMH vs ED
+82.4%
+168.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +0.5% | -0.9% | +1.5% | +0.3% |
| 30D | -14.2% | +11.2% | -25.4% | -11.4% |
| 3M | -11.5% | +11.8% | -23.3% | -8.4% |
| 6M | -12.0% | +14.1% | -26.1% | -8.3% |
| YTD | +40.8% | +23.0% | +17.8% | +48.5% |
| 1Y | +44.9% | +23.7% | +21.2% | +53.1% |
| 3Y | +226.7% | +47.7% | +179.0% | +234.6% |
| 5Y | +250.6% | +82.6% | +168.0% | +237.6% |
| All | +250.6% | +82.4% | +168.2% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling