+327.2%
SMH vs EFV
+95.9%
+231.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.1% |
| 7D | +0.3% | -0.8% | +1.1% | +1.3% |
| 30D | -2.8% | +0.6% | -3.4% | -3.6% |
| 3M | -6.7% | +7.5% | -14.2% | -14.8% |
| 6M | +41.8% | +13.0% | +28.7% | +22.4% |
| YTD | +57.9% | +18.3% | +39.6% | +28.7% |
| 1Y | +87.6% | +26.7% | +60.9% | +40.6% |
| 3Y | +282.9% | +89.6% | +193.4% | +73.8% |
| All | +327.2% | +95.9% | +231.3% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling