+243.5%
SMH vs EMB
+7.3%
+236.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.3% |
| 7D | +12.1% | -0.7% | +12.7% | +13.4% |
| 30D | -14.7% | +0.5% | -15.2% | -15.4% |
| 3M | -14.2% | -2.5% | -11.7% | -10.5% |
| 6M | -10.6% | -2.0% | -8.6% | -7.0% |
| YTD | +39.3% | -0.9% | +40.2% | +42.9% |
| 1Y | +41.6% | -0.3% | +41.9% | +44.0% |
| 3Y | +223.4% | +29.2% | +194.2% | +126.4% |
| 5Y | +243.5% | +7.4% | +236.0% | +223.7% |
| All | +243.5% | +7.3% | +236.2% | +223.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling