+338.0%
SMH vs EIX
+24.3%
+313.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +4.3% | +4.1% | +0.2% | +3.6% |
| 30D | +0.9% | -15.3% | +16.2% | +2.8% |
| 3M | -2.8% | -18.4% | +15.6% | -0.5% |
| 6M | +45.6% | -16.8% | +62.5% | +48.1% |
| YTD | +59.5% | -0.6% | +60.0% | +54.8% |
| 1Y | +93.4% | +10.7% | +82.8% | +82.0% |
| 3Y | +287.1% | -4.5% | +291.6% | +262.4% |
| 5Y | +338.0% | +24.0% | +314.0% | +268.7% |
| All | +338.0% | +24.3% | +313.8% | +268.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling