+1,789.8%
SMH vs EIX
+21.5%
+1,768.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -2.2% | -18.8% | +16.6% | +1.4% |
| 3M | -1.9% | -19.7% | +17.8% | +1.8% |
| 6M | +41.0% | -18.2% | +59.2% | +45.1% |
| YTD | +55.6% | -1.7% | +57.3% | +51.9% |
| 1Y | +86.8% | +7.8% | +79.1% | +77.2% |
| 3Y | +277.7% | -5.6% | +283.3% | +261.7% |
| 5Y | +324.2% | +23.7% | +300.5% | +270.5% |
| All | +1,789.8% | +21.5% | +1,768.3% | +1,458.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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