+1,061.7%
SMH vs EIX
+567.3%
+494.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +4.9% | +1.4% | +3.5% | +4.6% |
| 30D | -13.8% | +8.5% | -22.4% | -15.6% |
| 3M | -17.4% | -13.5% | -3.9% | -15.6% |
| 6M | -15.0% | -12.4% | -2.6% | -13.8% |
| YTD | +35.2% | +5.9% | +29.3% | +30.0% |
| 1Y | +41.6% | +7.6% | +34.0% | +35.5% |
| 3Y | +215.6% | +12.8% | +202.9% | +191.7% |
| 5Y | +233.2% | +19.2% | +214.0% | +201.3% |
| 10Y | +1,458.7% | +34.9% | +1,423.8% | +1,207.1% |
| All | +1,061.7% | +567.3% | +494.4% | +519.6% |
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