+3,562.0%
SMH vs EFV
+256.4%
+3,305.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.8% |
| 7D | +5.2% | +1.0% | +4.2% | +4.3% |
| 30D | -1.5% | +0.2% | -1.7% | -1.7% |
| 3M | -4.1% | +9.6% | -13.7% | -11.3% |
| 6M | +50.8% | +14.0% | +36.7% | +35.2% |
| YTD | +59.3% | +18.5% | +40.9% | +38.2% |
| 1Y | +94.1% | +27.9% | +66.2% | +57.7% |
| 3Y | +286.7% | +92.4% | +194.3% | +122.7% |
| 5Y | +339.4% | +97.2% | +242.3% | +151.8% |
| 10Y | +1,803.3% | +163.0% | +1,640.3% | +782.9% |
| All | +3,562.0% | +256.4% | +3,305.6% | +1,223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling