+1,253.2%
SMH vs EIX
+519.3%
+733.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +2.5% | -19.1% | +21.6% | +6.8% |
| 30D | -0.5% | -16.9% | +16.4% | +2.8% |
| 3M | -9.6% | -20.0% | +10.4% | -6.1% |
| 6M | +42.1% | -21.3% | +63.4% | +48.0% |
| YTD | +57.4% | -1.7% | +59.2% | +54.5% |
| 1Y | +96.2% | +9.6% | +86.7% | +86.6% |
| 3Y | +267.9% | -3.7% | +271.6% | +254.3% |
| 5Y | +327.7% | +22.6% | +305.1% | +283.7% |
| 10Y | +1,764.6% | +17.7% | +1,747.0% | +1,520.3% |
| All | +1,253.2% | +519.3% | +733.9% | +636.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling