+286.7%
SMH vs EMB
+30.2%
+256.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.4% |
| 7D | +5.2% | +0.3% | +4.9% | +4.6% |
| 30D | -1.5% | -0.5% | -1.1% | -0.5% |
| 3M | -4.1% | +0.3% | -4.4% | -4.4% |
| 6M | +50.8% | +1.2% | +49.6% | +48.6% |
| YTD | +59.3% | +1.5% | +57.8% | +56.4% |
| 1Y | +94.1% | +4.8% | +89.3% | +79.9% |
| 3Y | +286.7% | +30.4% | +256.4% | +170.4% |
| All | +286.7% | +30.2% | +256.6% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling