+4,026.9%
SMH vs EMB
+132.1%
+3,894.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -0.5% | -0.3% | -0.2% | -0.2% |
| 3M | -9.6% | -0.4% | -9.2% | -9.1% |
| 6M | +42.1% | +0.1% | +42.0% | +42.7% |
| YTD | +57.4% | +1.6% | +55.9% | +56.2% |
| 1Y | +96.2% | +5.6% | +90.6% | +88.4% |
| 3Y | +267.9% | +29.8% | +238.1% | +199.9% |
| 5Y | +327.7% | +7.3% | +320.4% | +302.0% |
| 10Y | +1,764.6% | +30.4% | +1,734.2% | +1,495.3% |
| All | +4,026.9% | +132.1% | +3,894.7% | +3,207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling