+1,789.8%
SMH vs EL
+25.3%
+1,764.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.6% |
| 7D | +1.4% | -4.4% | +5.7% | +3.1% |
| 30D | -2.2% | +10.3% | -12.5% | -6.6% |
| 3M | -1.9% | +13.4% | -15.2% | -7.6% |
| 6M | +41.0% | +3.1% | +37.9% | +35.8% |
| YTD | +55.6% | -6.9% | +62.5% | +53.4% |
| 1Y | +86.8% | +11.9% | +74.9% | +68.9% |
| 3Y | +277.7% | -33.8% | +311.5% | +293.0% |
| 5Y | +324.2% | -69.0% | +393.1% | +556.1% |
| All | +1,789.8% | +25.3% | +1,764.5% | +1,487.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling