+1,269.2%
SMH vs EFX
+1,219.4%
+49.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.8% |
| 7D | +5.2% | -7.8% | +13.1% | +9.4% |
| 30D | -1.5% | -5.7% | +4.2% | +0.7% |
| 3M | -4.1% | +2.5% | -6.6% | -8.6% |
| 6M | +50.8% | -16.7% | +67.4% | +58.3% |
| YTD | +59.3% | -20.2% | +79.5% | +68.6% |
| 1Y | +94.1% | -31.4% | +125.5% | +121.0% |
| 3Y | +286.7% | -10.5% | +297.2% | +262.3% |
| 5Y | +339.4% | -35.2% | +374.6% | +386.0% |
| 10Y | +1,803.3% | +40.2% | +1,763.1% | +1,127.7% |
| All | +1,269.2% | +1,219.4% | +49.8% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling