+327.2%
SMH vs EME
+575.5%
-248.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | -1.1% |
| 7D | +0.3% | +3.5% | -3.2% | -1.9% |
| 30D | -2.8% | -6.3% | +3.5% | +0.9% |
| 3M | -6.7% | -3.8% | -3.0% | -5.0% |
| 6M | +41.8% | +8.5% | +33.3% | +34.2% |
| YTD | +57.9% | +27.8% | +30.1% | +35.3% |
| 1Y | +87.6% | +22.2% | +65.4% | +61.2% |
| 3Y | +282.9% | +253.5% | +29.5% | +64.4% |
| All | +327.2% | +575.5% | -248.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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