+87.6%
SMH vs EFX
-30.9%
+118.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.6% |
| 7D | +0.3% | -4.5% | +4.8% | -0.6% |
| 30D | -2.8% | -6.1% | +3.3% | -3.8% |
| 3M | -6.7% | +6.2% | -12.9% | -6.1% |
| 6M | +41.8% | -11.2% | +53.0% | +43.1% |
| YTD | +57.9% | -21.4% | +79.3% | +59.4% |
| 1Y | +87.6% | -34.3% | +122.0% | +86.6% |
| All | +87.6% | -30.9% | +118.5% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling