+1,061.7%
SMH vs ED
+1,106.6%
-44.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.3% |
| 7D | +4.9% | +2.1% | +2.9% | +4.4% |
| 30D | -13.8% | +10.4% | -24.2% | -16.1% |
| 3M | -17.4% | +12.5% | -29.9% | -20.1% |
| 6M | -15.0% | +14.9% | -29.9% | -18.6% |
| YTD | +35.2% | +24.8% | +10.3% | +25.9% |
| 1Y | +41.6% | +23.8% | +17.8% | +32.0% |
| 3Y | +215.6% | +51.6% | +164.0% | +167.2% |
| 5Y | +233.2% | +86.4% | +146.8% | +158.8% |
| 10Y | +1,458.7% | +145.4% | +1,313.2% | +935.2% |
| All | +1,061.7% | +1,106.6% | -44.9% | +444.9% |
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