+338.0%
SMH vs EL
-68.4%
+406.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.0% |
| 7D | +4.3% | -2.4% | +6.7% | +5.1% |
| 30D | +0.9% | +13.7% | -12.8% | -3.8% |
| 3M | -2.8% | +14.5% | -17.3% | -7.7% |
| 6M | +45.6% | +7.4% | +38.2% | +39.5% |
| YTD | +59.5% | -4.7% | +64.2% | +56.7% |
| 1Y | +93.4% | +12.9% | +80.5% | +77.6% |
| 3Y | +287.1% | -32.2% | +319.3% | +303.2% |
| 5Y | +338.0% | -68.4% | +406.4% | +615.3% |
| All | +338.0% | -68.4% | +406.4% | +615.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling