+1,253.2%
SMH vs ED
+969.9%
+283.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +2.9% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | -0.5% | -0.1% | -0.3% | -0.5% |
| 3M | -9.6% | +3.9% | -13.6% | -11.0% |
| 6M | +42.1% | -3.0% | +45.1% | +42.2% |
| YTD | +57.4% | +10.7% | +46.8% | +51.6% |
| 1Y | +96.2% | +13.3% | +82.9% | +86.9% |
| 3Y | +267.9% | +34.5% | +233.4% | +221.5% |
| 5Y | +327.7% | +67.1% | +260.5% | +241.2% |
| 10Y | +1,764.6% | +103.0% | +1,661.6% | +1,217.2% |
| All | +1,253.2% | +969.9% | +283.3% | +556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling