+96.2%
SMH vs ELV
+34.8%
+61.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.6% |
| 7D | +2.5% | +3.3% | -0.8% | +2.4% |
| 30D | -0.5% | +4.2% | -4.6% | -0.6% |
| 3M | -9.6% | -0.1% | -9.6% | -9.4% |
| 6M | +42.1% | +41.3% | +0.8% | +36.3% |
| YTD | +57.4% | +17.4% | +40.0% | +51.5% |
| 1Y | +96.2% | +35.1% | +61.2% | +87.1% |
| All | +96.2% | +34.8% | +61.4% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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