+1,270.6%
SMH vs EME
+14,778.5%
-13,507.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.2% |
| 7D | +4.3% | +2.7% | +1.6% | +3.1% |
| 30D | +0.9% | -6.8% | +7.7% | +4.0% |
| 3M | -2.8% | -8.8% | +6.0% | +1.0% |
| 6M | +45.6% | +5.0% | +40.6% | +42.3% |
| YTD | +59.5% | +23.5% | +36.0% | +45.0% |
| 1Y | +93.4% | +21.3% | +72.1% | +75.3% |
| 3Y | +287.1% | +241.1% | +46.0% | +122.2% |
| 5Y | +338.0% | +549.2% | -211.1% | +90.8% |
| 10Y | +1,876.8% | +1,306.4% | +570.4% | +495.1% |
| All | +1,270.6% | +14,778.5% | -13,507.9% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling