+282.9%
SMH vs EFA
+65.2%
+217.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | 0.0% |
| 7D | +0.3% | -1.5% | +1.8% | +2.6% |
| 30D | -2.8% | -1.7% | -1.1% | -0.3% |
| 3M | -6.7% | +3.5% | -10.2% | -10.9% |
| 6M | +41.8% | +9.5% | +32.3% | +25.6% |
| YTD | +57.9% | +12.9% | +45.0% | +33.5% |
| 1Y | +87.6% | +18.2% | +69.4% | +48.7% |
| 3Y | +282.9% | +64.8% | +218.1% | +93.0% |
| All | +282.9% | +65.2% | +217.8% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling