+1,475.7%
SMH vs EMB
+36.5%
+1,439.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.6% |
| 7D | +4.9% | -0.9% | +5.8% | +6.5% |
| 30D | -13.8% | +0.4% | -14.2% | -14.3% |
| 3M | -17.4% | -3.1% | -14.3% | -13.1% |
| 6M | -15.0% | -2.1% | -12.9% | -11.7% |
| YTD | +35.2% | -1.1% | +36.2% | +38.9% |
| 1Y | +41.6% | -0.1% | +41.7% | +43.3% |
| 3Y | +215.6% | +29.6% | +186.0% | +119.0% |
| 5Y | +233.2% | +7.2% | +226.0% | +211.1% |
| All | +1,475.7% | +36.5% | +1,439.2% | +1,021.0% |
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