+87.6%
SMH vs ELV
+36.0%
+51.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.5% |
| 7D | +0.3% | +3.2% | -2.9% | +0.3% |
| 30D | -2.8% | +5.4% | -8.1% | -2.8% |
| 3M | -6.7% | +5.4% | -12.1% | -6.7% |
| 6M | +41.8% | +45.7% | -3.9% | +35.8% |
| YTD | +57.9% | +21.2% | +36.7% | +51.6% |
| 1Y | +87.6% | +35.6% | +52.0% | +81.5% |
| All | +87.6% | +36.0% | +51.6% | +81.5% |
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