+43.4%
SMH vs EFV
+25.8%
+17.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.9% | -6.4% |
| 7D | -11.2% | +2.9% | -14.1% | -14.3% |
| 30D | -20.4% | +3.6% | -24.0% | -23.9% |
| 3M | -12.4% | -0.1% | -12.3% | -12.3% |
| 6M | -0.5% | +9.6% | -10.1% | -11.1% |
| YTD | +40.0% | +17.0% | +23.0% | +14.8% |
| 1Y | +43.4% | +25.7% | +17.7% | +8.3% |
| All | +43.4% | +25.8% | +17.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling