+2,782.8%
SMH vs EFA
+386.6%
+2,396.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +1.2% |
| 7D | +4.3% | -0.5% | +4.8% | +4.8% |
| 30D | +0.9% | -1.3% | +2.2% | +2.3% |
| 3M | -2.8% | +5.2% | -8.0% | -7.2% |
| 6M | +45.6% | +9.4% | +36.3% | +34.3% |
| YTD | +59.5% | +12.7% | +46.7% | +42.8% |
| 1Y | +93.4% | +19.3% | +74.2% | +64.0% |
| 3Y | +287.1% | +66.3% | +220.8% | +139.0% |
| 5Y | +338.0% | +53.4% | +284.7% | +201.1% |
| 10Y | +1,876.8% | +144.4% | +1,732.4% | +809.5% |
| All | +2,782.8% | +386.6% | +2,396.2% | +387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling