+1,817.6%
SMH vs EFX
+42.6%
+1,775.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +0.3% | -4.5% | +4.8% | +2.0% |
| 30D | -2.8% | -6.1% | +3.3% | -1.0% |
| 3M | -6.7% | +6.2% | -12.9% | -11.4% |
| 6M | +41.8% | -11.2% | +53.0% | +43.9% |
| YTD | +57.9% | -21.4% | +79.3% | +67.3% |
| 1Y | +87.6% | -34.3% | +122.0% | +114.9% |
| 3Y | +282.9% | -12.5% | +295.4% | +267.7% |
| 5Y | +330.4% | -35.6% | +366.0% | +367.0% |
| All | +1,817.6% | +42.6% | +1,775.0% | +1,354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling