+1,741.5%
SMH vs ELF
+303.8%
+1,437.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +0.3% | -11.6% | +11.9% | +2.8% |
| 30D | -2.8% | +4.6% | -7.4% | -3.9% |
| 3M | -6.7% | +59.7% | -66.4% | -16.1% |
| 6M | +41.8% | +21.2% | +20.6% | +34.0% |
| YTD | +57.9% | +27.4% | +30.4% | +46.3% |
| 1Y | +87.6% | -29.8% | +117.5% | +93.2% |
| 3Y | +282.9% | -28.5% | +311.4% | +262.1% |
| 5Y | +330.4% | +220.0% | +110.4% | +181.4% |
| All | +1,741.5% | +303.8% | +1,437.7% | +920.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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