+338.0%
SMH vs EMB
+7.1%
+330.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.4% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +0.9% | -0.3% | +1.1% | +1.3% |
| 3M | -2.8% | -0.3% | -2.5% | -2.1% |
| 6M | +45.6% | +0.7% | +44.9% | +45.0% |
| YTD | +59.5% | +1.3% | +58.2% | +57.7% |
| 1Y | +93.4% | +4.7% | +88.7% | +81.9% |
| 3Y | +287.1% | +30.1% | +257.0% | +166.8% |
| 5Y | +338.0% | +6.9% | +331.2% | +334.9% |
| All | +338.0% | +7.1% | +330.9% | +334.9% |
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