+1,817.6%
SMH vs EMR
+284.0%
+1,533.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.2% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | -2.8% | -6.8% | +4.0% | +1.5% |
| 3M | -6.7% | +7.5% | -14.2% | -11.0% |
| 6M | +41.8% | +9.9% | +31.9% | +33.4% |
| YTD | +57.9% | +16.0% | +41.9% | +42.2% |
| 1Y | +87.6% | +12.4% | +75.2% | +71.9% |
| 3Y | +282.9% | +60.2% | +222.7% | +179.4% |
| 5Y | +330.4% | +67.9% | +262.5% | +203.8% |
| All | +1,817.6% | +284.0% | +1,533.6% | +820.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling