+1,097.4%
SMH vs ED
+1,090.2%
+7.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +12.1% | -1.7% | +13.8% | +12.5% |
| 30D | -14.7% | +10.7% | -25.4% | -17.1% |
| 3M | -14.2% | +11.6% | -25.9% | -16.9% |
| 6M | -10.6% | +13.5% | -24.1% | -14.2% |
| YTD | +39.3% | +23.1% | +16.2% | +30.2% |
| 1Y | +41.6% | +23.1% | +18.5% | +32.1% |
| 3Y | +223.4% | +47.9% | +175.4% | +175.7% |
| 5Y | +243.5% | +83.9% | +159.6% | +167.7% |
| 10Y | +1,506.6% | +142.1% | +1,364.6% | +970.7% |
| All | +1,097.4% | +1,090.2% | +7.3% | +463.6% |
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 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