+324.2%
SMH vs EFX
-37.1%
+361.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.4% | -11.1% | +12.5% | +5.7% |
| 30D | -2.2% | -7.4% | +5.2% | 0.0% |
| 3M | -1.9% | +1.5% | -3.3% | -5.2% |
| 6M | +41.0% | -13.7% | +54.7% | +45.3% |
| YTD | +55.6% | -21.9% | +77.4% | +66.2% |
| 1Y | +86.8% | -30.8% | +117.6% | +110.6% |
| 3Y | +277.7% | -12.4% | +290.0% | +250.2% |
| 5Y | +324.2% | -35.9% | +360.1% | +370.9% |
| All | +324.2% | -37.1% | +361.3% | +370.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling