+1,817.6%
SMH vs EMB
+30.3%
+1,787.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.6% |
| 7D | +0.3% | -1.2% | +1.5% | +2.2% |
| 30D | -2.8% | -1.3% | -1.5% | -0.8% |
| 3M | -6.7% | -1.8% | -4.9% | -3.9% |
| 6M | +41.8% | +0.2% | +41.6% | +42.5% |
| YTD | +57.9% | +0.4% | +57.5% | +58.5% |
| 1Y | +87.6% | +2.8% | +84.8% | +81.9% |
| 3Y | +282.9% | +29.1% | +253.8% | +168.0% |
| 5Y | +330.4% | +6.3% | +324.2% | +306.1% |
| All | +1,817.6% | +30.3% | +1,787.3% | +1,351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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