+3,852.6%
SMH vs ELV
+2,378.1%
+1,474.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +4.3% | -2.2% | +6.5% | +4.9% |
| 30D | +0.9% | -0.2% | +1.1% | +0.8% |
| 3M | -2.8% | -6.1% | +3.3% | -1.7% |
| 6M | +45.6% | +42.8% | +2.8% | +29.9% |
| YTD | +59.5% | +14.4% | +45.1% | +50.5% |
| 1Y | +93.4% | +28.6% | +64.8% | +75.7% |
| 3Y | +287.1% | -7.4% | +294.5% | +275.0% |
| 5Y | +338.0% | +14.5% | +323.6% | +288.6% |
| 10Y | +1,876.8% | +257.4% | +1,619.4% | +1,083.6% |
| All | +3,852.6% | +2,378.1% | +1,474.6% | +1,467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling