+96.2%
SMH vs EL
+14.8%
+81.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.2% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | -0.5% | +19.8% | -20.3% | -3.1% |
| 3M | -9.6% | +25.7% | -35.4% | -12.7% |
| 6M | +42.1% | +5.4% | +36.6% | +39.7% |
| YTD | +57.4% | +0.2% | +57.2% | +53.1% |
| 1Y | +96.2% | +20.4% | +75.8% | +84.7% |
| All | +96.2% | +14.8% | +81.5% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling