+5,507.0%
SMH vs EEM
+862.7%
+4,644.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | +5.2% | +3.1% | +2.1% | +2.9% |
| 30D | -1.5% | +4.9% | -6.4% | -4.9% |
| 3M | -4.1% | +5.2% | -9.3% | -6.7% |
| 6M | +50.8% | +20.7% | +30.1% | +33.5% |
| YTD | +59.3% | +26.5% | +32.8% | +36.6% |
| 1Y | +94.1% | +37.8% | +56.2% | +57.0% |
| 3Y | +286.7% | +91.0% | +195.8% | +153.0% |
| 5Y | +339.4% | +47.0% | +292.4% | +250.2% |
| 10Y | +1,803.3% | +125.6% | +1,677.7% | +1,089.9% |
| All | +5,507.0% | +862.7% | +4,644.2% | +599.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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