+243.5%
SMH vs EIX
+17.2%
+226.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +12.1% | -1.5% | +13.5% | +12.3% |
| 30D | -14.7% | +8.1% | -22.8% | -15.8% |
| 3M | -14.2% | -12.1% | -2.1% | -13.0% |
| 6M | -10.6% | -13.4% | +2.8% | -9.5% |
| YTD | +39.3% | +5.6% | +33.7% | +33.7% |
| 1Y | +41.6% | +7.8% | +33.7% | +35.0% |
| 3Y | +223.4% | +9.8% | +213.5% | +189.0% |
| 5Y | +243.5% | +18.8% | +224.6% | +183.9% |
| All | +243.5% | +17.2% | +226.3% | +183.9% |
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