+338.0%
SMH vs ELF
+230.6%
+107.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +1.0% |
| 7D | +4.3% | -6.8% | +11.1% | +5.9% |
| 30D | +0.9% | +5.1% | -4.2% | -0.5% |
| 3M | -2.8% | +79.8% | -82.6% | -15.7% |
| 6M | +45.6% | +29.7% | +15.9% | +35.0% |
| YTD | +59.5% | +31.6% | +27.9% | +45.7% |
| 1Y | +93.4% | -27.9% | +121.3% | +99.3% |
| 3Y | +287.1% | -26.4% | +313.5% | +254.7% |
| 5Y | +338.0% | +235.6% | +102.4% | +80.6% |
| All | +338.0% | +230.6% | +107.4% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling